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 bread crumbs, Parmesan cheese and parsley. Set aside.
Heat olive oil in a large heavy skillet over medium-high heat. Dredge chicken pieces in the bread crumb mixture, and place in the hot oil. Quickly brown on both sides, then remove to a buttered 9x13 inch 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 350 degrees F (175 degrees C). Drain the oil from the skillet, reserving 1/4 cup. Heat the reserved oil with the wine over medium heat until reduced by 1/2. Add broth 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.