In a small pot, combine water, cayenne, and salt; bring water to a boil. Remove from heat and add to melted chocolate, 1 tablespoon at a time, whisking to incorporate. The mixture will seize up at first, but continue to whisk in tablespoons of hot water until all has been added. Whisk in oil, then vanilla and Grand Marnier. Pour hot mixture into a fondue pot and serve at once, with a platter of fruit and forks or skewers for dipping.