Make crust: Preheat oven to 375 degrees with rack in center. Make the crust: Butter a 9 1/2 inch springform pan; set aside. In a food processor, pulse pretzels to fine crumbs. Add sugar and butter; process until combined.
Press evenly into bottom and slightly up sides (about 1 inch) of a 9-inch nonstick springform pan. Place on a baking sheet. Bake until light golden brown, 5 to 7 minutes. Set aside to cool.
Reduce oven temperature to 325 degrees. Prepare filling: With an electric mixer, beat cream cheese until light and fluffy, scraping down sides of bowl as needed, about 1 minute. Mix in sour cream, sugar, Grand Marnier, tequila, and lime zest; beat until smooth. Add eggs, one at a time, beating to combine after each addition.
Pour into cooled crust (filling will come up higher than crust). Line outside of pan with aluminum foil (to prevent water from seeping in). Place in a roasting pan. Pour hot water to come halfway up sides of springform pan. Bake until set and slightly firm to the touch, about 1 hour. Remove from water bath, and let cool on a wire rack; refrigerate until chilled, about 4 hours. Run a hot knife around edge of pan to release.