Preheat oven to 320°F (160°C).

Cut open vanilla beans and scrape out seeds.

Mix butter with powdered sugar until creamy. Mix in vanilla seeds. Add egg yolk and mix until fluffy. Gradually mix in flour and ground almonds. The dough should be smooth but not sticky. Add more flour if necessary so that dough can be handled with hands without sticking.

Form dough into a ball and wrap in aluminum foil. Refrigerate for at least 1 hour.

Roll out dough to 1/4 inch thickness. Use a round cookie cutter to cut out round cookies. Place cookies on greased cookie sheet (or cookie sheet lined with parchment paper). Bake for 15-20 minutes or until a light golden brown color. Allow cookies to cool completely.

Roll out the Marzipanrohmasse to 1/4 inch thickness. Using a slightly smaller cookies cutter than for the cookie dough, cut out marzipan rounds.

Mix orange marmelade with Grand Marnier.

Spread a thin layer of marmelade onto the top of each cookie. On top of half of the cookies, place one marzipan round. On top of the marzipan, place the remaining cookies upsidedown, so that the marmelade sticks to the marzipan layer.

Melt the chocolate in the microwave. With a knife, spread some melted chocolate over each cookie. Top with a walnut half. Place cookie on a cake cooling rack to allow chocolate to harden.