Poke the orange with a skewer or knitting needle and insert the coffee beans through the slits in the skin into the orange flesh.
Put the orange in a sterilized preserving jar (with an opening large enough to fit an orange through), add the sugar, pour over the alcohol, seal, and shake.
Store in a cool, dark place, giving the jar a shake every day for 44 days.
Filter the liqueur through a coffee filter into a serving bottle.
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