Preheat Oven: Set to 350°F (175°C). Lightly grease a ramekin.
Prepare the Bread Mixture: In a small bowl, whisk together milk, egg, sugar, vanilla extract, and cinnamon. Stir in bread cubes, ensuring they soak up the mixture. Let sit for 5 minutes.
Bake: Transfer the mixture to the ramekin. Bake for 20 minutes, or until golden brown and set in the center.
Make the Vanilla Sauce: In a small saucepan over low heat, warm the cream and sugar. Stir in vanilla. For a thicker sauce, dissolve cornstarch in a teaspoon of water before adding it to the pan. Stir until slightly thickened.
Serve: Drizzle the warm vanilla sauce over the bread pudding and enjoy!