For the strudel pastry bags with apricot marzipan filling, wash the apricots, remove the seeds and cut into very small cubes. Chop the almond paste again and add to the apricots. Mix with the egg whites, marzipan and Grand Marnier so that you can form small balls from the mixture.
Preheat the oven to 160°C. Place the strudel dough on a floured work surface, brush with melted margarine and place a second strudel sheet on top. Cut into squares of equal size and place one square in each well of a muffin pan. Place an apricot-marzipan ball on each strudel sheet and close the strudel bags tightly. Brush the strudel dough bags with apricot-marzipan filling with egg and bake in the oven for about 15-20 minutes.