In a large jar, combine brandy, sugar, and lemon zest. The sugar may not all dissolve at first.
Thread kitchen twine through the center of the orange*. Suspend the orange 1 inch above the surface of the brandy**.
Shake the jar to coat the orange in the brandy, and then shake the jar 3-4 times per day for 10-12 days***. The droplets (essential oils) on the outside of the orange should be mixed into the brandy (and the sugar will dissolve).
After the grand marnier is ready, discard the orange and twine. Using a funnel and cheesecloth strain the grand marnier (to remove the lemon zest).
Store grand marnier in bottles or jars. Will keep for a few months at room temperature or in the refrigerator.
Notes
*Cut more twine than you think you’ll need. I use a turkey lacer to thread the twine through the orange, but any sharp object should work.**Use clips, buttons, or another object to help keep the orange suspended, leaving the objects on the outside of the lid with the orange in the jar. After closing the jar lid, adjust the orange to be 1 inch above the brandy. Seal the jar tightly to avoid leaking when shaking the jar.***12 days is best. If you notice the orange starting to rot, remove the orange, strain brandy and store per instructions.