For the rhubarb jellies, place the rhubarb, sugar, water and orange juice into a non-reactive pan and bring to the boil. Simmer for 8-10 minutes, or until the rhubarb is very tender.
Strain the cooked rhubarb through a sieve lined with a muslin cloth set over a bowl. Set aside until all of the liquid has dripped through into the bowl.
Pour the collected rhubarb juice into a measuring jug and take note of the volume. Reserve the rhubarb left behind in the sieve.
Soak the number of gelatine leaves required for the amount of liquid in a bowl of water until softened (check the packet instructions for the correct amount of gelatine to use for the volume of rhubarb juice to achieve a soft jelly; the strength of gelatine brands varies.)
Place the rhubarb juice into a clean pan over a low heat and warm through gently. Gently squeeze the excess moisture from the gelatine leaves and add them to the pan, whisking until dissolved.
Pour half of the rhubarb jelly mixture into four 150ml/5¼fl oz pudding moulds, to come halfway up the sides of the moulds. Cover and place into the fridge to set, about 1-2 hours.
When the jelly has set, spoon some of the reserved cooked rhubarb on top of the jellies, then pour over the remaining rhubarb jelly mixture and return to the fridge to set.
Meanwhile, for the shortbread stacks, preheat the oven to 180C/350F/Gas 4.
Sift the icing sugar, flour and cornflour into a bowl and add the ground almonds. Add the cubes of butter and rub into the flour mixture using your fingertips, until well combined and there are no visible lumps of butter.
Turn the mixture out onto a lightly floured surface and knead for a few minutes, or until the mixture comes together to form a smooth dough.
Roll the dough out until it is about 3-4mm thick, then cut into discs 5cm/2in in diameter (the dough should yield about 12 circles). Place the dough circles on a baking tray and bake in the oven for 8-12 minutes, or until lightly golden-brown. Remove from the oven and set aside to cool completely.
To serve, turn each of the rhubarb jellies out onto the left hand side of four serving plates. Place one shortbread biscuit to the right, then top the shortbread with a small scoop of clotted cream ice cream. Place another shortbread on top, then add another scoop of ice cream. Finish with a third shortbread biscuit and dust with icing sugar. Serve immediately.