Preheat the oven at 350F. Melt the butter in a casserole. When it bubbles, add all of the flour. Remove the casserole from the heat and mix in the flour, adding the vanilla sugar. Put 6 teaspoons of sugar into the milk and when it is boiling, add to the flour mixture. Bring to a boil and let some of the liquid evaporate. Mix in the egg yolks thoroughly one after the other. Add the Grand-Marnier. Beat the egg whites until firm. Add the cornstarch. Fold into the mixture. Put half of the mixture into a mold that has been buttered and powdered with sugar on the sides. Put the sponge finger in pieces, soaked in the Grand-Marnier, then fill the mold with the rest of the mixture. Bake for 25-30 minutes.