Preheat oven to 450°.
Sift together flour, baking powder, and salt.
With a pastry blender or two knives, used scissor fashion, cut in butter until the mixture is the consistency of coarse cornmeal.
Stir in orange peel.
Combine the juice of 1 orange and enough milk to make 3/4 cup liquid.
Make a well in the center of the crumb mixture and add the liquid all at once. Beat by hand 1/2 minute.
Turn the dough onto a lightly floured board and knead quickly and gently 1/2 minute.
Roll out to 1/2" thickness and cut with a (2" diameter) round cookie cutter. Place rounds on ungreased teflon cookie sheets.
Dip each sugar cube in Grand Marnier and then place on a round.
Bake at 450° for 12-15 minutes or until lightly browned.