Preheat the oven to 350 degrees. Cube the bread and toast slightly in the oven; this should take about 5 minutes. Put into a large bowl. Turn the oven down to 325 degrees.
Meanwhile, prepare the custard by scalding the milk and cream with the zest. Do not boil. Mix in the vanilla and set aside. Whip the eggs with the sugar for about 5 minutes, either whisking by hand or with a mixer at high speed, until thick ribbons form. Slowly incorporate the milk into the egg mixture, whisking or beating while adding the liquid. Pour over the bread to soak entirely. Divide among your favorite ramekins or place in a terrine.
Bake for about 45 minutes, or until just set. Check with a toothpick to test if it is cooked all the way through. Let cool .
Plate the pudding and serve with hard sauce, whipped butter and brandy and sprinkle with confectioner's sugar, to taste.
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