Preheat the oven to 450 degrees. In a small bowl, whisk together the sugar and cinnamon.
In another bowl, toss the apricots, vanilla, and Grand Marnier. Add the sugar mixture and toss.
In a 9 X 11-inch roasting pan, place the apricots skin side down. Roast for 15 to 20 minutes, shaking the pan once or twice, until the apricots are fork-tender. Meanwhile, make the Dulce de Leche.
Arrange 3 apricot halves, along with the pan juices, on each of 4 dessert plates. Drizzle 1 tablespoon of Dulce de Leche over each. The apricots can be served warm or at room temperature.
In Canada, you can buy the Dulce de Leche at the supermarket.