To peel the peaches, cut an X on the bottom of each peach. Immerse them in boiling water for 15-30 seconds and then shock them in ice water.
Halve, core, and slice your peaches into wedges. Add them to a saucepan on medium-low heat along with white sugar, flour, water and a healthy splash of Grand Marnier. Stir to combine. Allow mixture to simmer for several minutes until the peaches cook down a bit and the sauce thickens to an applesauce consistency.
In a food processor, pulse the pecans until coarsely chopped, then add the rolled oats, brown sugar, vanilla, cinnamon, and butter.
(If you want to prep this in advance, you can make everything up to this point and then refrigerate the ingredients until just before dinner.)
Divide mixture evenly between 4 single-serving gratin dishes. Cover generously with the topping.