Prepare medium casserole baking dish by greasing with butter. Place pretzel bread pieces into prepared dish. Pour melted butter over the bread and toss together until bread is covered in butter. Set aside.
In a large bowl, add eggs, cream, milk, brown sugar, salt, vanilla, cinnamon, and nutmeg. Whisk together to combine.
Pour mixture evenly over the cubed bread. Press down with the back of the spatula to push bread into the custard. Cover with plastic wrap and refrigerate overnight or for at least hours and no more than 24 hours. We need this time to make sure the bread soaks up all the custard.
Once the pudding has set, preheat oven to 350 degrees. Remove plastic wrap and place casserole dish in oven. Bake in preheated oven for 40-50 minutes, or until it's no longer jiggling and the top is nice and toasted. Remove from oven and let it sit for 20 minutes before serving.
Scoop or slice bread pudding into portions. Top with warm whiskey sauce and a pinch of sea salt.