Place the rhubarb, sugar and orange juice in a small pan and put the lid on. Simmer for a couple of minutes, then remove the lid and simmer for a few minutes more until you get a thick, compote consistency. Pour the rhubarb into a sieve over a bowl and let the liquid drip through. It’s this liquid you want (the rhubarb left in the sieve is lovely served with some custard).
Put the vodka, Galliano, cream, milk, ice cubes and 2 shots of the rhubarb liquid into a cocktail shaker and shake it about. Strain into two cocktail glasses.