Preheat the oven to 325°F.

Beat the eggs and add the butter, vanilla, and milk. Gradually add the sugar and mix thoroughly until the sugar is dissolved.

Place the bread cubes in the bottom of a 9-inch round buttered baking dish. Pour the egg mixture over the bread, making sure all the pieces are fully saturated. Sprinkle the pecans over the bread and push them down into the bread.

Bake for 50 to 60 minutes, or until crusty. Allow to cool for 10 minutes or more.

While the bread pudding is cooling, make the whiskey sauce. Combine the sugar, butter, cream, and whiskey in a medium saucepan. Stir constantly over low heat until the mixture reaches a low rolling boil.

Pour a small amount over the individual servings of bread pudding.