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Heat oven to 200C/fan 180C/gas 6. Cut the rhubarb stalks in half lengthways, then into finger-length pieces. Put in a shallow ovenproof dish, then pour over the orange juice and sherry. Tuck the orange zest around and sprinkle with sugar. Cover tightly with foil and roast for 30-40 mins, until the rhubarb is tender. Uncover and cook for a further 5 mins to reduce the sauce until syrupy, then leave to cool.
To assemble the trifle, scatter the shortbread in the bottom of a trifle dish. Drain two-thirds of the rhubarb from its syrup. To make the fool, whip the cream and sugar together, then fold half into the custard. Fold in the rhubarb so the mix is swirled pink. Spoon the mix on top of the shortbread, then spoon the rest of the cream around the edge of the bowl. Use a slotted spoon to lift the remaining rhubarb into the middle of the trifle. Serve with the syrup in a separate jug. Once assembled, will keep in the fridge for up to a day.