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In a mixing bowl, combine the strawberries and sugar to taste (1 to 2 tablespoons is usually enough to sweeten the berries). Add the Grand Marnier, if using, and stir, crushing some of the berries slightly to release their juices. Cover and refrigerate until serving time.
Sift the 2 cups of flour, sugar, baking powder, salt, and cinnamon into a mixing bowl. (Or just put the ingredients into the bowl and whisk to combine.) Cut the butter and shortening into the dry ingredients with a pastry blender, fork, or knife until the mixture is reduced to pea-size clumps. Make a well in the center, and pour in the milk. Stir until just combined. Do not overmix.
Lightly flour a cutting board or countertop and dump the shortcake mixture onto it. Knead lightly to bring the dough together. Pat into a 1/2-inch thick circle and cut rounds out with a biscuit cutter or an upended glass. Transfer to an ungreased baking sheet. Brush the tops of the shortcakes with the melted butter.
When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 425F or High and preheat, lid closed, for 10 to 15 minutes.
Put the pan with the shortcakes on the grill grate and close the lid. Bake for 10 minutes, or until the shortcakes have risen and are nicely browned. Let cool slightly, then slit in half with a knife. Divide the strawberries between the bottom halves of the shortcakes, then replace the tops. Top with sweetened whipped cream.