First, cut your keto bread into 3/4-inch cubes. Spread them out on a baking sheet to dry – either leave them out overnight or pop them into a 200°F oven for 1-2 hours until they're nicely dry.
Lightly grease an 8x8-inch baking dish. Evenly arrange the dried bread cubes in the dish, then sprinkle the chopped pecans over them.
In a large bowl, whisk together the eggs, heavy cream, sweetener, and water until well combined. If using, add the collagen protein powder and whisk vigorously until smooth (an immersion blender works wonders here!). Finally, stir in the vanilla extract and cinnamon.
Pour this delicious egg mixture evenly over the bread cubes, ensuring every piece gets a good soak. Cover the dish with parchment paper or plastic wrap and gently weigh it down with a few heavy cans to help the bread absorb the liquid.
Refrigerate for at least 1 hour, or even better, overnight, to let the bread fully soak up the eggy goodness. When you're ready to bake, preheat your oven to 325°F. Take the casserole out of the fridge, remove the weights and cover, and let it sit at room temperature while the oven heats up.
Cover the casserole with foil and bake for 30 minutes. Then, remove the foil and continue baking for another 15-20 minutes, until the center is just set and golden. Let it cool for 15 minutes before serving to allow it to firm up perfectly.