Make the bases. Mix together the biscuits, butter and hazelnuts and press the mixture into the base of 2 large ramekins or serving dishes. Chill for 10 minutes.
Beat together the cream cheese with the mascarpone, icing sugar and vanilla extract and spoon over the base. Chill for 10 minutes.
Meanwhile, put the rhubarb and sugar in a mediumsized pan and simmer gently until the rhubarb is tender. Allow to cool, then spoon over the cheesecake and serve.