In a saucepan combine 1 cup sugar, 2 tablespoons water and 1 teaspoon lemon juice. Cook until caramel turns a golden amber, about 15 minutes. Pour caramel onto a greased baking sheet to cool. Break into shards. Peel oranges so that no pith remains. Run knife between membranes to release segments. Squeeze whatever juice remains in the membrane over orange segments. Sprinkle with 2 tablespoons Grand Marnier. Let macerate for 20 minutes. Spoon orange segments into glasses. Spoon remaining juice over segments. Garnish with caramel shards.