Preheat the oven to 180'C.
Wash and cut the rhubarb into small pieces. Juice and zest the oranges and mix with the sugar and the rhubarb. Bake the oven for around 10 to 15 minutes until tender.
Break the sponge fingers in half and drizzle on the sherry.
Separate the eggs.
Whisk the egg yolks, flour and sugar together in a bowl. Bring the milk and cream to the boil in a heavy bottomed pan. Pour the boiling liquid onto the egg mixture, return to the pan cook over a medium heat until the custard is thick. Allow to cool, transfer to a piping bag and refrigerate.
For the chantilly cream:
De-seed the vanilla pod, combine with the sugar and cream and whisk until thick. Spoon the cream into a piping bag.
Place the sponge fingers in the bottom of a glass. top with the rhubarb, add a layer of the cold custard before finishing by piping on the vanilla cream.
«Use different liquor such as Drambuie or Cointreau to add a different taste to the dish depending on the occasion.»