To make the sauce, rinse the cranberries and place them in a medium size pan with the maple syrup, apple cider and Cointreau (if using) and set it over medium heat. Cook for 15 minutes, stirring often. Set aside and let cool. (The sauce will thicken a bit more as it cools)
I a blender, whisk the milk, eggs, winter spice, and vanilla extract, place mixture into a shallow pan.
In a frying pan over medium heat, toast pecans for 2 minutes and add 1/2 cup of maple syrup, stir to coat, and once the maple syrup has evaporated. Bring nuts to a sheet of parchment paper and set aside.
Cut Challah bread into 6 to 8 thick slices, and add the slices to the egg and milk mixture. Wait 10 seconds and turn each slice to soak the other side. If making the night before to bake in the morning, place the slices on a buttered baking dish and cover with aluminum foil. Just before baking, brush with melted butter.
Bake at 350 F for 12 minutes keeping the foil for the first 10 and leaving uncovered for the last 2. Set your oven to broil and broil for 15 seconds.
If making the same day, pan fry the slices, one by one in a pan with butter set at medium heat. Fry each slice 1 minute per side.
When ready to serve, place one to two slices in each plate, top with spoonfuls of Greek yogurt, cranberry maple sauce, and caramelized pecans. A dusting of icing sugar is always welcomed.