Slice the bread into 1-inch-wide slices. Let the sliced bread sit out uncovered for a few hours or up to 1 day. (If you don’t have enough time, see recipe Note below for a shortcut.)
Grease a 9×13-inch baking dish (or any 3.5–4-quart baking dish), or spray with nonstick spray.
In a medium bowl preferably with a pour spout, whisk the eggs, apple cider, milk, brown sugar, orange zest, vanilla extract, cinnamon, and salt together until combined. Set aside.
Dip each slice of bread in the egg custard mixture, soaking both sides. Place in the prepared baking dish, lining the slices up next to each other. Pour any remaining custard over the top. Set aside.
Melt the butter in a large skillet over medium heat. Add the apples, apple cider, brown sugar, cinnamon, allspice, nutmeg, and salt. Cook for 8 minutes, stirring occasionally, until apples have slightly softened. Remove from heat and stir in the pecans.
Spoon the apple mixture over the top of the bread slices, and pour any remaining sauce from the skillet over the top of everything.
Cover the casserole tightly and place in the refrigerator for at least 3 hours and up to 1 day. This gives the bread a chance to soak up the custard and is a key step in this recipe.
Remove casserole from the refrigerator and preheat oven to 350°F (177°C).
Bake casserole uncovered for 20 minutes, and then cover with aluminum foil and bake for an additional 25–35 minutes or until center appears set and is no longer runny. The total time this casserole takes is 45–55 minutes.
Remove from the oven and cool for 5 minutes before serving. Casserole deflates slightly as it cools. Feel free to sift a dusting of confectioners’ sugar on top, and/or drizzle maple syrup or salted caramel sauce on entire casserole or on individual servings.
Cover leftovers tightly and store in the refrigerator for up to 2–3 days.
