In the bowl of an electric mixer, beat cream cheese, sour cream and powdered sugar for 2 minutes or until smooth. Add orange zest and vanilla and mix until combined.

Rinse 8 4x4-inch squares of cheesecloth under water and squeeze out until just damp. Line 8 6-ounce ramekins or small bowls with cheesecloth. Divide mixture between prepared ramekins and fold cheesecloth over the top. Refrigerate for at least 4 hours or overnight.

Meanwhile in a small saucepan combine rhubarb, sugar and water and bring to a boil. Reduce to a simmer and cook for 12 to 15 minutes or until rhubarb is broken down and sauce is slightly thickened. Cool completely and refrigerate until ready to serve.

To serve, invert ramekins on dessert plates and remove cheesecloth. Top each dessert with a few tablespoons of compote and serve immediately.