Remove crusts from bread slices, and cut diagonally across to create triangles.
Grease a baking tin with a piece of butter, and spread butter on each bread triangle.
Arrange the bread triangles in the baking tin in way that they are overlapping each other and butter side is up.
Using a stand or hand mixer, beat eggs with sugar.
Warm up milk (do not let it boil), then gradually add it to the egg mixture while mixing until all milk is added. Followed by vanilla extract and cinnamon.
Pour the egg milk mixture over the bread to evenly cover the bread triangles. Gently press the bread with your hand to push the bread into the egg milk mixture.
Bake until the custard sets and the top is golden.
To make the pecan caramel sauce, in a sauce pan melt the butter then add brown sugar and milk. Give it a mix and let it boil without mixing and watch the sauce deepen in colour. When it starts to thicken, stir in the pecans and remove from heat.
Pour pecan caramel sauce over your pudding, and serve warm.
Use bread that is at least 1 day old for better results. Stale bread absorbs custard much better than fresh bread does.