Layer donut holes in greased 8 x 8" baking dish. Whisk together the cream, milk, eggs, sugar, and vanilla. Pour over donuts, mashing down a little so all get saturated. Cover with foil and chill for one hour, tossing occasionally.
Bake at 350 degrees (covered with foil) for 40 minutes. Remove foil and bake 20 minutes more until top is golden brown.
GLAZE: 4 ounces bittersweet chocolate, 3 T. heavy cream, 1 T. butter. Melt all together and drizzle over warm bread pudding! ENJOY!