Chop macadamia nuts in a food processor. Reserve 3 tablespoons and set aside.
Place remaining chopped nuts in a medium-size bowl and add the cheeses. Blend. Add the orange rind and Grand Marnier. Blend well. Divide mixture in half and spoon each onto a rectangle of plastic wrap. Fold wrap around mixture and form into logs.
Refrigerate until firm, about 2 hours. When ready to serve, remove plastic and sprinkle with remaining nuts. This gets tastier by the day and can be frozen.