Preheat oven to 400°F .
Whisk the marmalade and Grand Marnier together and set aside.
Lay a puff pastry square on a flat work surface and place the brie wheel in the center.
Using a paring knife, cut around the Brie to form a circle that is the same size as the cheese.
Reserve the scraps of pastry for decorative shapes and set the circle aside.
Lay the second sheet of puff on the work surface and trim off the corners, to create a large, rough circle.
Place the Brie in the center and spoon on the marmalade mixture.
There should be an opening at the top of the cheese.
Brush the top edges of pastry with the egg and then lay the reserved circle over the top and press down lightly to seal it.
Brush the top and sides of the package with more egg wash and decorate the top with pastry shapes.
Place on a parchment lined baking sheet and freeze for 1 hour before baking.
Bake for 30 minutes, or until the pastry is golden, and cheese is warmed through, and just beginning to melt.
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