Peel 5 large seedless oranges and place in a bowl. Cut the peel from 3 untreated oranges into small strips and set aside. Peel 1 untreated lemon, cut the peel into small pieces, and squeeze the lemon; set the juice aside.
In a saucepan, bring 450g sugar and 1 liter water to a boil on medium heat, then skim off the foam. Add 10 cardamom grains, 15 cloves, 8 whole anise stars, 1 cinnamon stick, and 1 vanilla pod (cut into thin strips), and simmer for 10 minutes.
Remove from heat and stir in the reserved orange and lemon peel strips. Cool the marinade to roughly 50°C (122°F), then add 250g liquid honey and 360ml Grand Marnier. Stir well and let cool completely.
Pour the cooled marinade over the oranges, add the reserved lemon juice, and place a plate on top to keep the oranges submerged.
Cover and refrigerate for 2 to 3 days until the oranges are steeped, then serve.
Tip: Don't discard the liquid. Pour some into a champagne glass and top with champagne.