Mix the Grand Marnier with the marmalade and orange zest. Mix the cream with the mascarpone, then gently stir in the marmalade mixture and gently fold in the rhubarb.
Divide the mixture between four wine glasses and chill for at least 4 hours but preferably overnight.
Before serving, toast the nuts in a dry frying pan. Allow to cool before sprinkling over each syllabub. Finish with a drizzle of honey.
