Prepare the mousse: Melt the chopped chocolate over a double boiler until smooth, stirring occasionally. Beat the whole egg and egg yolks with an electric mixer set on medium-high speed until light in color and thick, about 7 minutes; keep whipping while the sugar cooks.
Place sugar and water in a 1-quart heavy-bottomed saucepan over medium-high heat and cook to 250° F. Remove from heat and pour the sugar syrup down the side of the mixing bowl into the whipping eggs. Continue to whip until the outside of the bowl is warm but not hot, 2 to 3 minutes.
Whip the heavy cream to soft peaks. Fold in the Grand Marnier with a rubber spatula. Fold the egg mixture into the whipped cream. Carefully pour the warm melted chocolate into the mixture. Use a rubber spatula to gently fold in the chocolate until completely incorporated.