Preheat the oven to 325 degrees F. Grease a nonstick baking pan.
Whisk together the heavy cream, cane sugar, vanilla and eggs. Melt the butter in a saute pan over medium heat, and then add the sugar and pineapple. Cook for 3 minutes, and then remove from the heat and let sit for 10 minutes before stirring into the cream mixture.
Pour the batter over the challah in the baking dish and let stand at room temperature for 10 minutes. Bake uncovered for 40 minutes.