Place the refrigerated cinnamon rolls in a greased pan and bake according to its package instructions. Once baked, let them cool completely.
Cut the cinnamon rolls into half inch cube pieces and place them in a 9x13-inch baking dish. Sprinkle on the pecans on top.
In a large bowl, whisk together the heavy cream, ½ cup of the milk, eggs, vanilla extract, salt, and sugar.
Pour the mixture over the cinnamon roll pieces. Let it sit for about 20 minutes to make sure that everything is coated and the rolls have soaked up some of the liquid.
Cover with aluminum foil and bake in the preheated oven for 40 minutes or until the center is set.
In a small bowl, mix the powdered sugar, ground cinnamon, and the remaining half cup of milk, 1 tablespoon at a time. You should get a drizzling consistency.
Drizzle the icing over the cinnamon bread pudding.
Serve warm and enjoy!
Notes
Leftovers can be stored in an airtight container for up to 5 days, or you can freeze them for up to 3 months.