Boil the cranberries, sugar, and water in a medium saucepan, stirring constantly, until the mixture comes to a full boil and the berries begin to pop. Remove the pan from the heat. Stir the cornstarch and Grand Marnier together until the cornstarch is dissolved, then stir it into the cranberries. Return to heat and cook, stirring constantly, until the mixture comes to a full boil and thickens.