In a heavy saucepan combine milk, sugar, tapioca and salt. Let stand for 10 minutes and then slowly bring up to a simmer over medium heat. stirring constantly. Simmer, stirring, for 2 minutes. Gradually whisk half the pudding into the beaten eggs. Thoroughly stir this mixture into the remaining pudding. Cook, stirring, over low heat just until you see the first sign of thickening. Remove from the heat at ounce and stir in the vanilla.
Let cool in the saucepan for 30 minutes; it will thicken considerably. Meanwhile, pour enough Grand Marnier over cherries to cover them. Let macerate for 30 minutes.
Spoon cherries and pudding, warm or chilled, into champagne glasses.