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1
Preheat the oven to 375 degrees F with 1 rack set on the middle shelf and 1 rack set on the bottom shelf.
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2
Fill a large baking dish halfway with warm water and place on the bottom rack.
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3
Butter eight 8-ounce ramekins and place on a baking sheet.
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4
Slice the cheese into 1/2-inch cubes and lay on a plate to keep them from sticking together.
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5
Whisk the heavy cream and eggs together in a large bowl.
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6
Add 1 teaspoon salt and a pinch of pepper.
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7
Add the baguette cubes and ham.
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8
Stir to combine.
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9
Melt the butter in a large saute pan over medium-high heat.
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10
Add the shallots, fennel and thyme, season with salt and pepper and cook until slightly softened and browned around the edges, 4 to 6 minutes.
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11
Add the apples, season with salt and pepper and cook until slightly softened and browned around the edges, 3 to 5 minutes.
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12
Stir in the wine and cook until the wine has completely absorbed, 3 to 4 minutes.
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13
Discard the thyme sprigs.
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14
Add the apple mixture along with the cheese cubes to the beaten eggs, and stir to combine.
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15
Evenly divide the bread pudding among the ramekins.
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16
Bake until a paring knife inserted into the center of a bread pudding comes out clean and hot, 18 to 25 minutes, rotating the pan halfway through.
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17
Allow the bread puddings to cool for at least 5 minutes before serving.
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18
Garnish each ramekin with a fennel frond and serve alongside a lightly dressed green salad.