Preheat your oven to 350°F (175°C) and grease a medium-sized baking dish with butter or cooking spray.
Cut the keto bread into small cubes and spread them evenly in the baking dish.
In a mixing bowl, whisk together eggs, heavy cream, almond milk, sweetener, vanilla extract, and cinnamon until fully combined and smooth.
Pour the custard mixture over the bread cubes, ensuring every piece is soaked. Let sit for 5-10 minutes to absorb the liquid.
Place the baking dish in the preheated oven and bake for 30-35 minutes, or until the top is golden brown and the pudding is set in the center.
While the pudding is baking, make the vanilla sauce: In a small saucepan, heat heavy cream, butter, sweetener, and vanilla extract over low heat, stirring continuously until the mixture is smooth and slightly thickened.
Once the bread pudding is done, remove it from the oven and let it cool for 5 minutes.
Drizzle the warm vanilla sauce over the pudding before serving.
Enjoy warm as a comforting keto dessert!