Preheat the oven to 350°F (175°C) and prepare a baking tray by lining it with parchment paper.

In a mixing bowl, cream the softened butter and granulated sugar until light and fluffy. Add eggs one at a time, mixing well after each, then add vanilla. In another bowl, whisk flour and baking powder, then fold into wet ingredients and add milk until combined.

Scoop the batter onto the prepared baking tray and bake for 10-12 minutes until lightly golden and springy to touch. Allow to cool completely on a wire rack.

Prepare the cheesecake filling by mixing cream cheese, powdered sugar, lemon juice, and a splash of vanilla. Beat until smooth and creamy.

In a saucepan, combine chopped rhubarb, sugar, and water. Simmer over medium heat for about 10 minutes until tender. Stir in lemon zest and let it cool.

Once cooled, cut the tops off the cake. Fill each with cheesecake mixture, then top with rhubarb compote. Bake at 325°F (160°C) for 5-7 minutes to warm through.

Dust with powdered sugar before serving and enjoy warm.