Make the gelatin by following the instructions on the side of the packet. Pour into a dish and leave. Once the gelatin is set, roughly chop.
Put 2 pieces of cake into the bottom of each glass. Drizzle with the sherry and pour half of the custard over the cake and sherry. Spoon the gelatin over the custard, and then add the mandarins. Cover with the rest of the custard, drizzle with a little vanilla, and cover with the whipped cream. Scrape the chocolate with a sharp knife for shavings to top the lot.