Rinse an oblong gratin dish with water and line with plastic wrap. Melt marzipan over steam and grind in a food processor together with orange liqueur and walnuts. In a whisking kettle, beat eggs with egg yolks, granulated sugar and vanilla sugar until thick and fluffy over steam. (This process must be done very quickly so that the egg does not set.) Chill the mixture again on iced water. Whip the cream until stiff. Add half of it and the marzipan-walnut puree to the egg mixture, fold in the remaining cream. Pour this amount into the gratin dish and cover with plastic wrap. Freeze in the freezer for at least 3 hours.
For the sauce: remove the skin from the nectarines. Boil nectarine juice with honey, orange liqueur and cream. Mix in the cornstarch and thicken the sauce with it. Place the individual nectarine fillets in the sauce.
Cool the sauce in the refrigerator.
Arrange the sauce on plates. Remove the parfait from the mold and cut into slices. Serve garnished with pistachios.