Combine the rhubarb, strawberries, sugar and orange peel in a medium saucepan over medium heat. Bring to a simmer and cook until soft, stirring frequently, about 10 minutes. Transfer to a bowl and let cool completely. Remove the orange peel before serving. (The strawberry-rhubarb mixture can be made 2 days ahead and stored, covered, in the refrigerator.)
Whisk together the yogurt, orange zest and vanilla in a bowl. Swirl the rhubarb mixture through the yogurt; do not fold it in completely. Divide among dessert bowls or glasses. Drizzle some honey over each fool and top with pistachios.