In a large mixing bowl whisk together eggs, cream, sugar, vanilla and cinnamon, if using. Dip challah into mixture and allow to sit in mixture up to 30 minutes.
Brush a baking sheet with oil and heat in the oven for 10 minutes. Place challah slices on the baking sheet and bake at 375°F for 6 minutes. Flip challah and bake 5 minutes more or until golden brown. bake an additional five minutes, until golden brown.