The night before, use a large bowl to whisk together eggs, heavy cream, milk, orange juice, zest, nutmeg, cinnamon, and vanilla until eggs are beaten and mixture is well combined.
Dip Challah slices in egg mixture and layer in a buttered 9x13 inch casserole dish. Pour remaining mixture over the top and press down. Cover and refrigerate overnight.
When ready to bake, preheat oven to 350 degrees F. Uncover the casserole and dot with butter. Bake in preheated oven for 35 minutes or until top is golden brown. If top browns to quickly before french toast is set, you may cover loosely with aluminum foil for remainder of cooking time.
Serve with marmalade, mascarpone, syrup, fresh fruit, whipped cream, or any combination you'd like!