To roast rhubarb (as I suggest), preheat the oven to 400F/200C.
Trim both ends off each stem of rhubarb. Cut the stems into lengths, roughly 1.5in (3-4cm) long. Place the rhubarb chunks in a baking dish that allows you to form a single layer, as far as possible (I used an 8x8 in dish, 2x20cm). Sprinkle over the orange zest, sugar and orange juice then toss everything together and spread out into a single layer.
Cover the dish with foil then roast for approximately 15 minutes. By this time, you should have juices formed and the rhubarb should be mostly tender to a knifepoint. If not, give it a few more minutes. Remove the foil and spoon some of the syrup over the rhubarb chunks. If you are finding the rhubarb at the edges is cooking quicker, you can move some chunks around but take care as you do as the rhubarb may break up. Return the dish to the oven, uncovered, and roast for another 5 or so minutes to help the syrup to thicken up a little.
If you prefer, you can also cook the rhubarb on the stove - still cut rhubarb into chunks, and combine with sugar and orange in a medium-small pot/pan. You may also want to add one or two tablespoonfuls of water. Warm gently over a medium low heat, stirring now and then, so that the rhubarb becomes soft and tender to a knifepoint. You should have a little bit of syrup but if too much liquid, allow it to evaporate a little. Remove from the heat.
After the rhubarb is relatively cool, blend the soft rhubarb and the syrup that formed in cooking in a blender or food processor until it is a smooth puree. You can store the puree in a sealed container in the fridge for a day or two until needed, if it suits your schedule better.
For rest of ice cream
Place the cream and milk in a pot/pan and warm over a medium-low heat until it reaches scalding point - starting to steam a little, and a few bubbles on the edges but not yet simmering.
Meanwhile, whisk together the egg yolks and additional sugar in a small bowl until well combined and slightly glossy.
Carefully add a small amount (around a tablespoon or two) of the warm cream-milk mixture to the yolk mixture and whisk as you add so it combines without cooking the egg. Once mixed, add a little more, mix then repeat.
After you have added the warm milk around three or four times, pour the eggy mixture in to the main pot/pan and place back on the stove over a low heat. Warm the mixture, stirring constantly, so that it thickens up a little. Take care - DO NOT BOIL. It should warm to around 170F/76C. It should become noticeably a bit thicker but not really thick. Remove from the heat and allow to cool for a couple minutes.
Once it has cooled a couple minutes, add the rhubarb puree and vanilla extract to the custard base and mix in well. Let the mixture cool a minute or two more then once cool enough, cover and place in the fridge to chill at least a few hours but ideally overnight.
Once chilled, follow your ice cream maker's instructions to churn the mixture to a soft serve consistency. Once soft-serve texture, transfer to a container and place in freezer for a few hours to firm up before serving.