Bread pudding has been a mainstay of English domestic cuisine for centuries. The way it is made has hardly altered with the passage of time, as we can see from this 18th century recipe from The Cookbook of Unknown Ladies:
To Make a Bread Pudding
Take a meonshit [manchet]. Cut of the crust, slice it in thin slices the pour a quart of boyling milk on it. Then take 12 eggs, half the whites. Beat them very well with a little nutmeg, a qr of a pd of sugar, 2 or 3 spoonfulls of rose water, a glass of sack. Mix all the ingredients well together. Butter yr pan. 3 qrs of an hour bakes it. The same way for boyling, only put in a small spoonfull of flower. An hour for boyling. You may put in sewit if you please. Sack, butter & sugar for sauce. When boyled, don’t mix the pudding till the milk is cold.
The bread used, manchet, was high quality wheaten yeast loaf made with a fine crumb that could stand up to the addition of hot milk and eggs. Manchet isn’t a term much used today, but any white loaf with a regular, close crumb should fit the bill. Why not give it a go?