Preheat oven to 375 degrees. Grease baking sheets.
Beat together butter and sugars until creamy. Stir in milk, Grand Marnier and egg. Mix in dry ingredients. Stir in nuts and cranberries. Drop dough by tablespoon on greased baking sheet. Bake 14 minutes. Allow to cool for 2 minutes on baking sheet, then remove to a wire rack to cool completely.