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Preheat your oven to 350 degrees F.
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Spray a 9 by 13 baking dish with cooking spray.
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Using a large bowl (you’re going to be adding your bread cubes into this eventually, so it needs to be big enough!), lightly beat the eggs. Whisk in the yogurt and cream until blended. Add in the cinnamon, nutmeg, and sugar.
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Stir your apple pieces into the egg mixture. Fold in the bread gently. You want it incorporated into the mixture, but you don’t want to break all the pieces of bread apart!
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Pour bread pudding into the pan.
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Combine the topping ingredients – sugar and cinnamon – and sprinkle this over the bread pudding in the pan.
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At this point, you can cover the pan and place it in the fridge overnight. Or you can go straight to the baking step. I’ve made it both ways and they’re both delicious!
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Bake about 30-40 minutes. You want it golden brown in color with no raw, liquid parts remaining.
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While baking, you can make the sauce. This may sound complicated but it's not. You just need to be sure to set up each component so it's all ready to go. Begin by adding the cream, milk, and sugar in a saucepan. Don't heat this up yet.
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Pour the bourbon into a cup or small bowl. Use a fork to whisk in the cornstarch.
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In yet another cup or small bowl, use a fork to beat the egg yolks.
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Now that the components of the sauce are ready to go, it's time to assemble the sauce. Begin by placing the saucepan over medium heat.
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Stir the cornstarch mixture into the cream mixture in the pan.
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You want this mixture to come to a boil. Stir constantly as it heats up to keep the sauce smooth.
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Once it comes to a boil, reduce the heat to low and continue cooking for another 2-3 minutes. Stir frequently.
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Now you need to temper the egg yolks. To do this, pour 1/2 cup of the hot mixture from the saucepan into the bowl of egg yolks, whisking as you do. Once blended, pour the whole egg mixture back into the saucepan, continuing to whisk.
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Cook for 1-2 minutes longer over low heat.
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Stir in the butter and vanilla.
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The sauce will thicken a bit more even after removed from the stove. As it cools, a "skin" will form on top of the sauce. You can prevent that by pouring the sauce into a bowl and covering it with some plastic wrap. Make sure the wrap is touching the surface of the sauce.
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Serve the bread pudding with the sauce. You can pour some over each piece as you serve or pass it around and let guests pour their own sauce.