Mix sugar with cornstarch in a medium saucepan. Stir in cranberry juice, add fennel. Bring to a boil, stirring frequently then reduce heat so it barely simmers for 20 minutes uncovered.
Meanwhile if there are any extra large pieces of rhubarb, cut in half.
When fennel is tender, stir in vanilla and rhubarb. Increase heat briefly until it bubbles. Stir once and without any more stirring reduce heat and simmer uncovered for 15 to 20 minutes until rhubarb is tender.
Filling can be served warm or at room temperature. Can be made ahead, cvered and refridgerated for up to 2 days. Gently warm, avoid vigorous stirring because it breaks up the rhubarb.
Arrange oven rack to just above center. Preheat to 450 degrees.
Line baking sheet with parchment paper or coat with baking spray.
Stirl flour with baking powder, sugar, cinnamon and salt. Grate cold butter into flour mixture. Toss.
Using a fork, mix cream with egg until smooth. Stir into flour mixture til dough forms.
Turn out onto a floured surface. Knead twice. Pat to about 1/2 inch thick. Cut into 8 rounds about 2 1/2 inches wide. Press scraps to shape more biscuits. Place on baking sheet, dampen with water or cream and sprinkle with coarse sugar.
Bake 12 to 14 minutes until richly golden. Cool on a rack. (can be frozen up to two weeks in an airtight container).
Split biscuits horizontally in 2. Spoon filling over bottom, top with sugar coated half. Serve with a dollop of whipped cream.
TIP: Don't bother buying different creams. Whipping cream which keeps a very long time can be made into 18% by cutting it 50/50 with milk. Or make 10% coffee cream by using a 1/4 whipping cream to 3/4 milk.