Use a paring knife to split the vanilla beans lengthwise, then turn the knife over and use the dull edge to scrape the seeds into a medium saucepan, add in ghee and melt over low heat. Add in grand marnier and set aside to cool.
Sift flour and icing sugar into a mixing bowl, pour the cooled ghee mixture into the flour mixture and knead well to form a soft dough.
Preheat oven to 170°C, line a cookie pan with aluminum foil (x2) (as the bottom of the cookies gets char easily during baking).
Roll dough into ball sizes of your choice and place into small paper cups and place them on the lined cookie pan.
Bake for 20-25mins till cooked but not brown, the cookies should be white and crumbly in texture. (look on your cookies after baking for 15mins, as they get browned easily.)