Chop a block of milk chocolate finely, or use chocolate chips.
Put heavy cream in a pot and heat it until it's just about boiling. Turn off the heat. Add the chocolate, stir gently, and let it sit for 2 minutes until the chocolate melts. Then stir until the mixture is completely homogenized. Transfer the chocolate mixture to a bowl and mix in the Grand Marnier. Chill it in the fridge for 4 hours or overnight.
Scoop a heaping tablespoon of chocolate with an ice cream scoop. You should get about 15 pieces from the chocolate mixture. Roll each chocolate piece between your hands to form round balls. Coat them with cocoa powder.
