Grease a large cast iron pan or baking dish and place torn bread pieces evenly into pan.
In a large bowl, whisk together eggs, sweetener, heavy cream and vanilla extract. Pour mixture over bread and gently press down to absorb the custard. Let sit at room temperature, covered, for about an hour to fully absorb.
In a 350F pre-heated oven, bake for 40-50 minutes until set. Do not overcook as the bread will become dry.
While the bread pudding is baking, combine butter & sweetener in a saucepan over low heat stirring occasionally until golden brown.
Add the cream and continue stirring occasionally for 10-20 minutes as the caramel sauce thickens and becomes more golden brown. This may take some time so be patient.
Remove from heat and stir in vanilla extract and pecans
Once the bread pudding is finished baking, let cool slightly before serving with caramel sauce. I also topped with whipped cream because, yes.