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The night before you want to make the pudding, thickly slice the baguette and leave it out to go stale.
The next day, butter the bread and arrange in a big baking dish with the figs and pecans. Whisk together the Marsala or Sherry, milk, cream, eggs, brown sugar, vanilla, nutmeg and cinnamon. Pour all over the bread and leave to soak for 30 mins. Heat oven to 160C/140C fan/gas 3.
Just before you pop it in the oven, drizzle with the caramel sauce, then dust all over with a good layer of golden icing sugar. Bake for 50 mins until puffed and looking sticky and caramelised. Drizzle with a little more caramel sauce, if you like, dust with a little more golden icing sugar if it needs it, and serve hot or warm with cream, ice cream or crème fraîche.