Preheat the oven to 375°F. Line two baking sheets with parchment paper.
Toast the sesame seeds:
Spread the sesame seeds in a thin, even layer on a rimmed baking sheet. Toast the seeds in the oven until they are golden brown, 5 to 7 minutes. Set aside to cool.
Make the dough:
In the bowl of a stand mixer fitted with the paddle attachment, beat the butter and brown sugar on medium speed until the butter becomes fluffy and doubles in volume, 5 to 8 minutes. Meanwhile, in a medium bowl, whisk together the flour, baking powder, baking soda, and salt. When the butter and brown sugar are fully integrated, add the egg and vanilla and mix until blended. Remove the bowl from the mixer, and use a rubber spatula to gently fold in the dry ingredients and 1/2 cup of the toasted sesame seeds. You want to combine without overmixing. The less you stir the flour, the more tender the cookie!
Roll and bake the cookies:
Using your hands, roll the dough into balls about 1 inch in diameter. Roll each ball in the remaining sesame seeds to coat. Arrange the balls on the prepared baking sheets, spacing them 1 1/2 to 2 inches apart (the cookies spread as they bake). Gently press down on each ball to flatten it slightly. Bake, rotating the baking sheets halfway through, until the cookies are browned on the edges, 8 to 10 minutes. Let the cookies cool for 5 to 8 minutes on the baking sheets. Transfer the cookies to a wire rack to cool completely.
Make the filling:
In a small saucepan, bring the honey to a simmer over medium heat. When it begins to froth and turn light brown, after 2 to 3 minutes, remove the pan from the heat and carefully add the Grand Marnier. Return the pan to the heat- carefully to avoid potentially flaming up the alcohol- and simmer for 2 to 3 minutes to allow the Grand Marnier to cook into the honey. Stir in the marmalade and red wine vinegar and simmer, whisking from time to time, until smooth 2 to 3 minutes. Allow the filling to cool for 10 to 15 minutes.
Assemble the cookies:
Spread out half of the cookies so they are flat side up, and spoon the filling on top. Top with the remaining cookies. Devour.