Slice chicken breasts in thirds horizontally to make 12 thin chicken fillets. Lightly pound each piece. Place in a dish and pour milk over them. Soak for 10 minutes. In a shallow bowl, stir together the breadcrumbs, Parmesan cheese and parsley. Set aside.
Heat olive oil in a large heavy frypan over medium-high heat. Coat chicken pieces in the breadcrumb mixture and place in the hot oil. Quickly brown on both sides, then remove to a buttered 20x30cm baking dish (or similar size). Season with salt and pepper to taste. Place orange slices over the top of the chicken.
Preheat the oven to 180 degrees C. Drain the oil from the frypan, reserving 1/4 cup (65ml). Heat the reserved oil with the wine over medium heat until reduced by 1/2. Add stock and orange juice and reduce by 1/2 again. Pour the sauce over the chicken, then drizzle with Grand Marinier.
Bake for 20 to 25 minutes in the preheated oven until bubbly.