1. Wash the strawberries and pat dry with a paper towel. Cut each in half starting at the top stem end.
2. Combine the mascarpone and cream cheeses, the one-fourth cup sugar, cocoa, milk and Grand Marnier in a bowl. Whisk or use an electric hand mixer to thoroughly combine. Fill pastry bag with a star tip or snip off the end of a resealable plastic bag and pipe a star or dollop of the mixture in the center of the cut sido of each strawberry. Sprinkle with powdered sugar and serve.