Place the cherries, Grand Marnier and sugar into a small bowl and stir. Cover and place in the refrigerator for 1 hour, stirring periodically.
Place the macerated cherries into a small saucepan and bring to a simmer over medium-low heat. In a small ramekin, stir together some of the liquid from the cherries with the cornstarch and add it back to the saucepan. Use a potato or avocado masher to smash the cherries, optionally leaving some bigger pieces for texture. Continue to simmer, stirring frequently, until the cherries are very soft and the liquid has reduced and thickened, approximately 7-10 minutes. Allow the mixture to cool.
Preheat the oven to 400 degrees F and line 2 baking sheets with parchment paper.
Lightly dust a clean kitchen surface with flour. Remove one puffy pastry sheet from the refrigerator and roll it out slightly with a rolling pin (work quickly because the dough will become difficult to work with as it warms up). Slice the sheet in half and then slice each half into thirds to create 6 smaller rectangles. Place onto one of the prepared baking sheets. 3 rectangles will serve as the bottom of the pop tarts. On each of these rectangles spread 1 tablespoon of Nutella followed by 2 tablespoons of the cherry mixture, leaving a small border around the edges to prevent filling from escaping.
Top with the remaining 3 rectangles and use a fork to press the edges together. Place the baking sheet in the refrigerator for 15 minutes. Repeat this process with the remaining sheets and filling, dividing the pop tarts between the two prepared baking sheets.
Remove the baking sheets from the refrigerator and brush the pop tarts with egg wash. Use a knife to poke 3 holes in the top of each pop tart.
Bake for 20-25 minutes or until the dough is cooked through and golden brown on top.