You'll want to start out with stale bread. If you brought it fresh, slice the bread and lay the slices separately on a sheet pan for a few hours so that the bread can dry out.
Cut the bread up into small 1 inch cubes. In a large bowl, mix the canned pumpkin, sugar, pumpkin spice and vanilla extract together. Then, whisk in the eggs, butter, and half and half. Once all is combined, add in the bread and toss the bread so that every piece is covered in the mixture.
If you have time, allow the bread to soak up the liquid in the refrigerator for an hour or overnight. But, you can go straight into baking the bread pudding as well.
Preheat the oven to 350℉.
Place the soaked bread pieces and any leftover liquid in the baking dish. Bake the bread pudding for 45 minutes. When done, remove from the oven and allow to rest.
While the pudding is baking, make the sauce. Melt the butter on the stove top on medium heat. Then, add in the sugar, pumpkin spice, and vanilla extract. Make a slurry with the cold milk and cornstarch. Pour it into the pot and mix until thicken. Once thickened, remove from heat. Fold in the pecans and pour on top of bread pudding. Once cooled, serve warm and enjoy.