A layered bread pudding with cheese, piloncillo, and dried fruits is Mexico's iconic Lenten dessert. This family tradition dish is a rich, sweet, and savory treat for the Cuaresma season.
Preheat the oven to 350°F (175°C) and butter a baking dish (9x13 inch recommended).
Melt 4 tbsp butter in a large skillet over medium heat. Toast the sliced bolillo bread in batches until golden and crisp on both sides. Set aside.
In a saucepan, add water, piloncillo, cinnamon sticks, and cloves. Bring to a simmer over medium heat, stirring occasionally, until the piloncillo is dissolved (about 10 minutes). Remove from heat and stir in vanilla extract. Strain to remove the cinnamon and cloves.
Layer the toasted bread in the baking dish, overlapping slightly. Evenly sprinkle half of the raisins and chopped pecans, then half of the shredded cheese. Pour a generous amount of the syrup over.
Repeat with the remaining bread, fruits, nuts, and cheese, finishing with syrup poured evenly across the top. Let the bread soak for 5–10 minutes.
Cover with foil and bake for 30 minutes. Remove the foil and bake an additional 10–15 minutes until the cheese is melted and lightly browned. Allow to cool slightly before serving.