Step 1: "So, what'll I need?"
1 loaf day old* Challah, Brioche, Shokupan or French bread
1 cup Milk
1 tsp and 1/2 tsp Vanilla , separated
1/2 tsp Cinnamon
2 tsp and 1 1/2 tbs Confectioner's sugar , separated
1/8 tsp Kosher salt
1/2 pint Heavy cream
1 cup Mascarpone
1/2 cup Maple syrup
4 slices Thick cut bacon *
If you're balking at marscarpone, an Italian sweet-cream cheese found most famously in the creamy filling of Tiramisu, being called a pantry staple, know this: mascarpone has half the fat of butter, and half the saturated fat of both butter and cream cheese. Before you slather that butter or Philly on your bagel or english muffin in the morning, consider mascarpone, it's much better for you while still being incredibly decadent, and the flavor'll totally win you, promise.
*Day old, stale bread is drier, and better at absorbing custard for a better, creamier end product. If your bread is fresh, leave it out a while to get a bit drier before dredging it.
*A tip for efficiently cutting the bacon into uniform cubes is to freeze it. The cold firms the bacon a bit, never freezing it "solid" per se, and you'll find it's easily sliced with a sharp knife. Saves a lot of time and effort wrestling with slimy bacon, and might save a finger or two, too.