5. Pour the bread pudding mixture into the greased baking dish, spreading it out evenly.
6. Place the baking dish in the preheated oven and bake for about 45-50 minutes, or until the pudding is set and the top is golden brown.
7. While the bread pudding is baking, you can prepare the vanilla sauce. In a saucepan, combine the heavy cream, milk, and sugar. If using a vanilla bean, split it lengthwise, scrape out the seeds, and add both the seeds and the pod to the saucepan. If using vanilla extract, add it later.
8. Heat the saucepan over medium heat until the mixture reaches a simmer. Remove the vanilla bean pod if used.
9. In a separate bowl, whisk the egg yolks until smooth. Slowly pour the hot cream mixture into the egg yolks while whisking continuously.
10. Pour the mixture back into the saucepan and cook over low heat, stirring constantly, until the sauce thickens and coats the back of a spoon. Do not let it boil.