Trim the rhubarb and cut into pieces about the length of a wine cork. Finely grate the zest of the orange.
Put it into a non-reactive saucepan with the rhubarb and caster sugar, and cook over a low to moderate heat for 5-7 minutes until the sugar has melted and the rhubarb is soft and bright.
Remove from the heat, then crush the rhubarb with a fork or the back of a wooden spoon. Stir in the sherry and chill thoroughly.
Put the cream in a chilled mixing bowl and whisk until just thick enough to sit in soft mounds, rather than stiff enough to stand in peaks.
Fold the cream into the chilled and crushed rhubarb then grate and stir in the apples. Serve chilled with a little more orange zest grated over the top.