Knead the marzipan lightly with Grand Marnier and orange zest (both can be omitted for the pure taste of marzipan).
Roll the marzipan into balls weighing approximately 10-11 grams each.
Temper the chocolate (melt in the microwave until the working temperature is 33-34 degrees Celsius (91-93 degrees Fahrenheit)).
Dip each marzipan ball in chocolate, let it drip off, and place on baking paper. Do this for all the balls and let them set for a few minutes.
Put on disposable rubber gloves and now apply another thin layer of chocolate to the balls. Place them on baking paper and let them harden completely.
Sift powdered sugar into a bowl/deep plate to avoid lumps.
Dip the balls in egg whites, let them drip off, and roll them in powdered sugar. Let the snowballs set slightly. Roll the snowballs in your hand and press the powdered sugar in to make them smooth and nicely round. The snowballs can keep for a couple of days outside the fridge and about a week in the fridge.
Enjoy.