Preheat oven to 170C (340F).
Rinse rhubarb and cut into finger lengths, shake excess water off.
Place in a single layer in a shallow ovenproof dish, sprinkle with Grand Marnier, orange juice, sugar, then cover with foil and place in oven.
Cook for 20 minutes, remove the foil, give it all a good shake to make sure the sugar is dissolved, then cook for a further 30 minutes, or until the rhubarb is very soft. Allow to cool.
Grease and line a 20cmx20cm square cake pan with ovenproof paper.
Preheat oven to 150C (300F).
Cream butter and sugar well, until pale and creamy, add egg and mix in thoroughly.
Add the flour and milk and mix together until it forms a soft dough.
Press half of the dough into the bottom of the prepared pan, spread the fruit across this, then pull off lumps of dough and scatter across the fruit. Sprinkle with sugar.
Bake in lower part of oven for 30 mins.