My rudder is solid timber so I'm unable to advise if marine ply is ok, though I don't see why not.
I'd advise using epoxy resin to laminate. Also coat the finished rudder in resin and you can then be sure it's waterproof.
However, you must then coat the rudder in marine varnish as resin isn't u.v. resistant and could bloom.
Most makers of epoxy resin supply how-to-do leaflets or you could beg, steal or borrow the Gourgeon Brothers book of boatbuilding in epoxy resin.
Hope this helps.
Ken