Wash the duck breasts, pat dry and lightly score the skin in a diamond pattern with a sharp knife; be careful not to cut into the meat.
Wash one of the oranges with hot water and grate 1-2 tablespoons of the zest then peel the orange and cut the orange into slices. Remove the pips from the inside of the orange. Squeeze the juice from the other two oranges.
Heat some oil in a frypan over medium-high heat and place duck breasts skin-side down into the frypan. Fry for about 8 minutes. Turn the breasts then pour Grand Marnier over them and fry for another 5 minutes. Remove the duck breasts from the frypan and season with salt and pepper; keep warm.
For the sauce stir together the orange juice and the cream. Add the stock and the balsamic vinegar then cook for 5 minutes. Add the orange slices and the orange zest strips to the sauce and season with salt and pepper.
Cut the duck breasts into slices. Add the duck stock to the sauce then add the duck breast strips to the sauce and serve.