Preheat oven to broil. Remove zest (just the very surface - a Microplane is invaluable here) from the oranges. To peel oranges, slice off both ends down to the flesh. Stand on end, and slice off peel using curving, vertical slices. Slice peeled oranges into 1/4" thick slices. You're only going to use the center slices that are large enough to cover the tops of your custards. Sprinkle some sugar on a plate and flip-flop the orange slices in it. Arrange them on a baking sheet NOT lined with parchment - this is not the flaming part! Broil until the top sides are very nicely caramelized, then remove from oven and turn the slices over. Return to broiler until the second sides are caremelized. Set aside until custard has been baked. Remove from oven and reduce heat to 325 degrees.
Place a kettle of water on to boil - enough to fill a baking sheet to half full.
Measure cream and blood orange zest into a stainless steel saucepan. Warm over medium heat to a scald, when teeny tiny bubbles form all around the edge of the pan. Set aside and allow to steep while you prepare the rest of the ingredients.
Whisk together yolks and whole egg in a mixing bowl. Add sugar in a slow, steady stream, whisking continuously. Temper in cream slowly, whisking continuously.
Divide evenly among 6 4 oz. ramekins. Set ramekins in a baking sheet and set baking sheet on middle rack of oven with the front edge of the sheet slightly overhanging the front edge of the rack Pour hot water into baking sheet until it almost reaches the edge of the sheet. Gently slide baking sheet the rest of the way onto the rack. Bake for 20-25 minutes, or until you can bump one of the ramekins and its contents will (I'm not kidding here; this is a quote from one of my culinary school chefs) "jiggle like Jello, not wiggle like a wave." It's amazing accurate. You'll see.
I use a canning jar lifter to remove custard ramekins. Lift one at a time onto a clean baking sheet. Place baking sheet in refrigerator, or if cold enough, outside. Once all custards have been removed from oven, turn off oven. You can leave baking sheet containing very darn hot water in the oven until the next day, when it will have cooled enough to no longer be a hazard, and then remove to a sink.
To brûlée custards, sprinkle surfaces with about 1 teaspoon of sugar each. Using a torch, burn each surface until a deep golden brown. Afterwards, lay a round of caramelized blood orange slice on top of each custard. Float a tablespoon of Grand Marnier over each surface. Finally, using your torch again, set the Grand Marnier aflame and let burn until flames subside. Serve immediately!