Preheat the oven to 150°C/300°F/Gas Mark 2
Cut the rhubarb into even sized lengths and place in an ovenproof dish with the sugar and orange juice. Cover tightly with foil and cook in the preheated oven for 1 hour. Sprinkle over the ginger and leave to cool.
Place the milk in a saucepan with the vanilla pod and bring to the boil. Remove the vanilla pod and scrape the seeds into the milk. Whisk together the egg yolks and caster sugar and pour on the hot milk, whisking all the time. Return the mixture to the pan and cook over a gentle heat until the mixture thickens enough to coat the back of a spoon. Strain immediately into a bowl and leave to cool. Whip the cream into soft peaks and fold lightly into the custard, so that you create a marbled effect.
Assemble the pudding in tall wine glasses – layer the rhubarb and ginger alternately with the creamy custard mixture, finishing with some rhubarb on the top. Chill until ready to serve.