1. Cut the orange and lemon peels into julienne. In a small saucepan, heat the juices and 1/2 cup port. Over medium-high heat, cook the peels until tender, about 10 minutes. Reserve.
2. In a medium saucepan, combine the cranberries, onion, 2 cups port, ginger, brown sugar, salt, pepper, and cinnamon. Over medium-high heat, cook until the relish thickens, 15 to 20 minutes, stirring occasionally. Stir in the remaining 1/2 cup port, the Grand Marnier, and the reserved orange and lemon peel mixture. Cool. Transfer to a serving bowl and refrigerate, covered, until needed.
To prepare ahead: Through step 2, the relish will keep up to 1 week.
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