Peel and fillet the grapefruit, removing any white skin. Catch and use juice. Scald peaches, peel them and chop or puree them.
Put the fruits in a saucepan with the cranberries and the sliced and scraped-off vanilla pod. Stir in the preserving sugar, slowly bring to the boil, add the Grand Marnier and let it simmer for 5 minutes. Make a gel test. Remove the vanilla pod. Pour jam into prepared jars. Screw on and let stand upside down for at least 10 minutes.