In a baking bowl that can later go into the water bath, whisk the egg, egg yolks and 4 tbsp sugar. Add orange zest, juice and juice of one lemon and whisk in a not too hot water bath until a light, firm foam is formed.
Soak gelatine, squeeze briefly and let it melt in the mixture. Add Grand Marnier and stir. Remove baking dish from water bath, place in cold water and stir occasionally, cool. When the mixture is slightly firm, stir until smooth.
Separately, whip whipped cream and egg whites until stiff. When the egg whites are almost stiff, add the 2 tbsp sugar and finish whipping. Fold the whipped cream first, then the snow into the orange mixture.
Arrange in coupe glasses, refrigerate, preferably from one day to the next.
I prepared the quantity the same day it was eaten. It tastes delicious. I also left it in the wide bowl and made dumplings with a spoon.
It comes with an orange sauce.