Place the rhubarb, sugar & water in a medium saucepan.Bring to a simmer over low heat and cook, stirring often, until the rhubarb almost melts into a silky jam. Add the vanilla and set the jam aside.
Jam can be stored in the refrigerator for up to a week.
For the Shortbread Dough
In a medium bowl, whisk the flour, baking powder and salt together. In a large mixing bowl fitted with the paddle blade, cream the shortening with the sugar until creamy and fluffy.Add the dairy-free milk and mix again until fluffy.Add the flour mixture and mix until blended.
Gather the dough up, divide into two balls, wrap in plastic wrap and put in the freezer.
Putting it all together & baking
Preheat oven to 350. Using a box grater, grate one dough ball into the bottom of a 9 x 13 pan.Spread the jam over top. Grate the remaining dough ball overtop of the jam. Bake for 40 minutes or until golden brown.
Cool on a rack before cutting and serving, dust heavily with powdered sugar while still warm.