In a medium saucepan, combine chopped rhubarb, sugar, and a splash of water. Cook over medium heat for about 10 minutes until thickened and resembling a loose jam. Cool completely.

In a large mixing bowl, beat softened cream cheese with powdered sugar and vanilla extract until smooth and creamy, about 2-3 minutes. Whip the heavy cream until soft peaks form, then fold into the cream cheese mixture gently.

Mix graham cracker crumbs with melted butter until it resembles damp sand. Spoon evenly into dessert cups, pressing down gently to form a sturdy base.

Layer cheesecake mixture on top of the graham cracker base, filling cups about halfway. Spoon cooled rhubarb compote over the cheesecake layer and smooth the top.

For an indulgent treat, add another layer of the graham cracker mixture followed by more cheesecake and rhubarb compote. Finish with a smooth layer of cheesecake cream on top.

Cover dessert cups with plastic wrap and refrigerate for at least 4 hours, preferably overnight, to allow flavors to meld and set.