In a medium bowl, whisk together all other bread pudding ingredients. Pour over the bread and stir to thoroughly combine. Cover and chill for at least 2 hours or up to 8.
Preheat oven to 350 degrees. Lightly grease six 6-ounce ramekins; set aside.
In a small bowl, toss together the apple slices with the lemon juice and cinnamon.
In a skillet, melt together the butter and the brown sugar over medium-high heat. Add the apple slices and cook for 2-3 minutes, until the apples are just starting to soften around the edges and are coated in the butter and brown sugar. Remove from heat.
Divide the apple slices evenly into the bottoms of each prepared ramekin, topping with any remaining brown sugar sauce.
Spoon the chilled bread mixture on top of the apples.
Place ramekins on a baking sheet and bake for 50 minutes, covering with foil after 30 minutes.
During the last 15 minutes of baking, prepare the sauce: In a medium skillet over medium heat, toast the pecans 3-5 minutes (stirring frequently), or until toasted and fragrant. Remove from heat.
In a small saucepan, cook the brown sugar, butter and corn syrup over medium heat, stirring frequently, about 3-4 minutes or until the sugar is dissolved. Remove from heat and stir in vanilla and pecans.
When the bread puddings have finished baking, remove from the oven and drizzle with the caramel sauce. Bake for an additional 5 minutes (uncovered), until sauce is heated through and begins to bubble. Serve warm.