Since the National Academy of Engineering's Grand Challenges were first publicly articulated in 2008, engineering educators have used its ideas to motivate their work. While there is a sense of moral imperative around pursuing selected Challenges, work that critically examines the ethics of the Grand Challenges has so far been rare. In this paper, examining the process surrounding the framing of the Grand Challenges generates a series of ethical questions about both the specifics of the Challenges and the processes that gave rise to them. The outcomes of this inquiry include a set of research questions for scholars in engineering ethics and engineering studies, and a Grand Challenges lesson plan for classroom implementation that focuses students on the ethics of problem framing, and the consideration of social questions as an integral part of professional ethics.