Place an oven rack in the upper third of your oven. Preheat it to 400 F/200 C. Line a baking sheet with parchment paper and set aside.
Make the sliced challah into sandwiches, spreading the filling(s) of your choosing on both sides of each sandwich.
In a 9x13 dish, mix eggs, milk, sugar, cinnamon, and vanilla. Soak each side of the sandwiches in this mixture for 2 minutes.
Melt 2 Tbsp butter in a nonstick skillet and cook the sandwiches for 2-3 minutes per side, or until golden brown. This step is just for color, so as soon as they're a pretty brown, take them out. Add the remaining butter to the skillet between batches as needed.
Transfer the browned sandwiches to the prepared baking sheet. Bake for 6 minutes per side and serve hot as is, sprinkled with powdered sugar, or with extra butter on top.
*Challah that is slightly stale or that's been frozen and defrosted is perfect for French toast.