Preheat the oven to 200C/400F/Gas 6.
Place the rhubarb into a roasting tin and sprinkle over the orange zest, juice and two tablespoons of the sugar.
Transfer to the oven and bake for ten minutes, or until just tender. Remove from the oven and set aside to cool.
Meanwhile, place the remaining caster sugar, the yeast and warm milk into a large bowl and whisk together until the yeast is dissolved. Add the eggs and butter and beat to combine. Add the flour and continue mixing until the batter is very smooth and comes away from the side of the bowl.
Chop two thirds of the roasted rhubarb into small pieces, reserving the rest. Fold half of the chopped rhubarb into the batter and stir well to combine.
Grease six individual baba moulds and divide the mixture between them, filling each one approximately half-way to the top. Set aside to rest in a warm place for about 20-30 minutes, or until the mixture has doubled in size.
Place the moulds onto a baking tray and place in the oven for 10-15 minutes, or until golden, then remove from the oven and leave to cool in the moulds. When cool, remove from the moulds and set aside.
For the syrup, place the sugar and water into a pan and bring to the boil. Boil for two minutes, then remove from the heat and add the rum. Place the babas into the rum syrup to soak.
Meanwhile, for the rhubarb cream, place the double cream into a bowl and whisk until soft peaks form when the whisk is removed. Gently fold in the remaining chopped rhubarb.
To serve, place a soaked rum baba into the centre of each of six serving plates. Fill the centre of each rum baba with a spoonful of the rhubarb cream. Pile some of the remaining roasted rhubarb on top of the baba, then finish with another spoonful of rhubarb cream.
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