I found this recipe online (about.com), and though it sounded odd, like it would never set up, it turned out beautifully. It is a lovely dessert and very simple to make. I don't usually like regular bread pudding because to me it tastes eggy. This is egg-free so I really enjoyed it. I think it could be easily veganized but using some thickened soy milk instead of the milk, and by leaving out the cream.
1 package frozen puff pastry
1 15 ounce can of sweetened condensed milk
3 cups water
1/2 cup cream
3/4 cup shelled pistachios
1/2 cup pine nuts
1/2 cup almonds
3/4 cup flaked coconut
1/2 teaspoon vanilla extract
Preheat oven to 400F. Unroll puff pastry sheets and place on a baking sheet. Bake for 15 minutes, or until puffed and golden. Remove from the oven but leave the oven on.
Break puff pastry into 1-2 inch pieces. Add nuts and coconut, and mix well. Place mixture in a 9x12 greased baking pan.
In a saucepan, heat milk, vanilla and water to simmering and simmer for about 4 minutes. Remove from heat and allow to cool.
Pour the cooled milk mixture over the puff pastry-nut mixture. Pour cream on top and bake for 15 minutes.