Combine the heavy cream, granulated sugar, and ½ tsp. vanilla extract in a bowl.
Beat using an electric mixer at medium speed for 45 seconds.
Set aside for now.
Then, combine the eggs, whole milk, cinnamon, and the remaining 1 tbsp. vanilla extract in a mixing bowl.
Whisk until smooth.
Combine the egg mixture with the cream mixture. Whisk until smooth.
Start preparing the banana foster sauce: Add the banana slices, dark brown sugar, and 4 tbsp. butter to a saucepan.
Cook until the sugar is dissolved and the banana is softened, which would take about 5 minutes.
Transfer the mixture to a blender and blend until smooth, about one minute.
Melt the remaining 2 tbsp. butter in a skillet.
Dunk a slice of challah bread in the egg mixture. Make sure to soak both sides.
Transfer the bread slice to the skillet and cook until golden brown, which shouldn’t take more than five minutes.
Repeat this step with the remaining three slices.
Pour the banana foster sauce over the bread slices.
Top with roasted macadamia nuts before serving.