The dessert menu at Brigtsen's restaurant in New Orleans offers "Bread Pudding du Jour," which changes with the seasons. This sweet potato version plays well during the holidays.
To prepare pudding: Combine sweet potato, water, 3 tablespoons each granulated sugar and brown sugar, 1 tablespoon butter, orange zest, orange juice, lemon zest, lemon juice and salt in small saucepan. Bring to a boil over high heat. Reduce heat to low, cover and simmer until the sweet potato is very tender, 15 to 25 minutes. Let cool for 5 minutes. Transfer the mixture to a food processor and puree. Transfer to a shallow pan and let cool completely, about 15 minutes in the refrigerator or 5 minutes in the freezer.
Meanwhile, preheat oven to 350°F. Coat a 7-by-11-inch or similar 2-quart baking dish with cooking spray. Put a kettle of water on to boil for the water bath.
Whisk eggs in a large bowl. Add 1 1/2 cups milk, condensed milk, cinnamon, vanilla, nutmeg, the sweet potato puree and the remaining 1/4 cup granulated sugar; whisk until blended. Add bread and stir until well coated. Pour the mixture into the prepared baking dish.
Place the baking dish in a roasting pan. Pour enough boiling water into the roasting pan to come 1 inch up the sides of the baking dish. Carefully transfer the roasting pan to the oven. Bake the pudding until the center is no longer runny, 45 minutes to 1 hour.
Just before serving, prepare sauce: Combine 3 tablespoons butter, brown sugar, granulated sugar, milk and 2 tablespoons cream in a medium saucepan. Bring to a boil over medium-high heat. Cook for 1 minute, whisking occasionally. Add pecans and vanilla. Cook, stirring occasionally, until thickened and golden, about 3 minutes more. Add the remaining 3/4 cup cream. Return the mixture to a boil and cook, whisking, for 1 minute. Remove from heat and whisk in the remaining 1 tablespoon butter.
Serve the pudding with the sauce and whipped cream, if desired.
To make ahead: Refrigerate sweet potato (Step 1) for up to 3 days.