Henry's Restaurant (Luncheonette) on State St in North Haven makes a killer bread pudding served with vanilla sauce.
It's a local hole in the wall/greasy spoon, but all the baked goods are homemade.
The strawberry shortcake is equally good (seasonally).
Open only for breakfast and lunch.
It's right off I91 exit 10.
Its really a hard desert to find in most places, and everyone does it different, But my wife makes the best. But Ive had it at Hometown Buffet in Manchester and its not to bad.A little on the custard style and not heavy on the bread. Which I find to be the best, A lot are very heavy on the bread side and dry. Hope this helps,, It would be interested in hearing of other places that serve it.. As it is difficult to find. Earle Ct