Peel the oranges precisely so that the white skin is also completely removed. Using a sharp kitchen knife, remove peeled slices between the separating membranes, collecting the juice.
Mix the collected orange juice well with the juice of one lemon, sugar and cornstarch. Make into a thick syrup in a small frying pan. Mix with the orange marmalade and orange liqueur.
Layer the orange slices decoratively in a buttered serving dish or possibly casserole dish. Mix the egg with the cream, mix with the prepared orange juice and spread evenly over the oranges.
Bake for ten to fifteen minutes at 180 °C in the oven (the glaze must not become too dry). Then switch to top heat, sprinkle the gratin with the powdered sugar and bake briefly.