In a small saucepan, combine the sugar, cornstarch and orange juice until smooth. Stir in rhubarb and orange. Bring to a boil; cook and stir until thickened and rhubarb is tender. Remove from the heat; cool.
In a large bowl, combine the flour, sugar, baking powder, salt and baking soda. Cut in butter until mixture resembles coarse crumbs. Combine the egg, cream, cheese and orange peel; stir into crumb mixture just until moistened. Turn onto a floured surface; knead 10 times.
Divide dough in half; pat each into a 7-in. circle. Cut each into six wedges. Separate wedges and place on a greased baking sheet. Brush with cream; sprinkle with sugar and cinnamon. Bake at 375° for 15-20 minutes or until golden brown. Remove to a wire rack. Serve warm with compote. Yield: 1 dozen (3/4 cup compote).