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1
Set a fine-mesh sieve on top of a 1-quart bowl and set aside for straining the custard after cooking.
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2
In a heavy 1 1/2-quart saucepan, combine the milk and 2 tablespoons of the sugar; set aside.
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3
In a small bowl, whisk the egg yolks until blended, then whisk in the remaining 2 tablespoons sugar; set aside.
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4
Place the saucepan over medium heat and bring the milk just to a boil.
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5
Remove from the heat and pour about half of the hot milk mixture into the egg yolk mixture while whisking constantly.
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6
Pour the combined mixtures back into the saucepan and whisk to combine.
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7
Return the pan to medium-low heat and cook, stirring constantly over the entire bottom of the pan with a wooden spoon, until an instant-read thermometer registers 165 to 170 degrees F, or until the custard is thick enough to coat the spoon and leave a clear path when your finger is drawn down its center, about 45 seconds.
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8
If you are not using a thermometer, look for steam, which signals that the mixture is approaching the correct temperature.
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9
Do not allow the mixture to boil or it will curdle.
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10
Remove from the heat and quickly pour through the sieve.
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11
Set aside for 10 minutes, stirring occasionally.
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12
Stir in the vanilla and Grand Marnier and orange zest, if using, and then cover and refrigerate.
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13
The sauce thickens slightly as it cools.
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14
Serve within 2 to 3 days.
