In a medium, non-reactive saucepan, warm cranberries, water, sugar, orange zest, and lemon zest over medium heat. Bring the mixture to a boil, let bubble for one minute, remove the pan from the heat, cover, and let steep for 30 minutes.
Add the cranberry mixture to a blender, and blend until smooth. Pour the cranberry puree through a fine mesh basket strainer into a large bowl (preferably with a pour spout). Stir in orange juice, lemon juice, and Grand Marnier. Continue to add lemon juice to taste. The sorbet should be nice and tart. Keep in mind that the flavors will dull a bit after freezing. Add additional orange juice if you add too much lemon juice. Don't add more than ½ cup additional juice.
Cover the bowl and chill the sorbet base for at least three to four hours, or until very cold.
Freeze sorbet in an ice-cream maker according to the manufacturer’s instructions. Transfer sorbet to an airtight container and chill in the freezer for two to three hours.
