1.Preheat oven to 220°C. Grease and line a large baking tray. Grease two 1½-cup (375ml) ovenproof dishes.
2.Toss rhubarb with 2 teaspoons of the sugar on baking tray. Roast for 15 minutes or until rhubarb is tender. Mash rhubarb with a fork. Divide rhubarb between ovenproof dishes. Reduce oven temperature to 160°C.
3.Remove seeds from vanilla bean. Whisk eggs, vanilla seeds and remaining sugar in a medium bowl; whisk in hot milk. Gently pour custard mixture over rhubarb in dishes; sprinkle with nutmeg.
4.Place dishes in a medium baking dish; add enough boiling water to come halfway up side of dishes. Bake for 30 minutes or until custard is just set.
The rhubarb can be made up to 3 days in advance; store, covered, in the fridge. Place the empty vanilla pod in a jar then cover it with caster sugar to make your own vanilla sugar.