Cut challah bread in 1-inch thick slices. Allow to sit out for awhile to dry out.
Heat griddle to 350 degrees F and lightly brush with a butter soaked piece of paper towel.
Combine eggs, heavy cream, orange zest and juice, cinnamon and ground nutmeg in a shallow wide dish. Dip the slices of bread into the egg mixture allowing it to soak in on both sides. Transfer to each piece to the hot griddle and cook until golden brown on both sides, about 3 minutes per side. Try to flip only once.
Serve with Orange Bourbon Butter.