Cut off the base and the top of the oranges. Cut down around the curve of the orange to remove all the rind and pith, leaving just the orange flesh. Cut the flesh horizontally into 5 mm (¼ inch) slices and set aside.
Heat 50 ml (2 fl oz) water gently with the sugar, 2 tablespoons of the Cointreau, the whisky, orange juice, vanilla pod, cinnamon stick, cloves and mace (if used) until the sugar has dissolved. Increase the heat and boil rapidly for 5 minutes. Allow to cool slightly, but keep warm.
Heat a griddle pan over a high heat and quickly cook the orange slices for about 1 minute on each side until caramelized. Top with the remaining Cointreau and set alight. Once the flames have died down, arrange the orange slices on serving dishes and drizzle with the orange syrup.
Serve the orange slices immediately with some ginger ice cream.