Dice 1 orange and divide into glasses. Squeeze the juice from the remaining oranges (yields approx. 250 ml juice).
Combine the orange juice, jam and vanilla sugar in a small pan. Transfer 3 tbsp to a bowl, cover and chill.
Place the sheets of gelatine in cold water for approx. 5 mins. Bring the remaining liquid to the boil, remove the pan from the heat. Drain the gelatine and stir into the hot mixture.
Strain the mixture. Stir in the Grand Marnier.
Pour the mixture into the glasses and leave to cool. Cover and leave in the fridge for approx. 1 hr. until just set.
Combine the jam with the chilled liquid and mix well. Pour in the cream, beat until frothy then divide into the glasses.
Arrange the panettoncino slices on a baking tray lined with baking paper.
Toast for approx. 5 mins. in the centre of an oven preheated to 200°C. Serve the toasted panettoncino with the orange crème.