1Preheat the oven to 350°F and lightly butter an 8-x-11-inch baking pan or 10-inch cast iron skillet.
2In a large bowl, whisk together the milk, sugar, and eggs until smooth. Slowly whisk in the melted butter, vanilla extract, cinnamon, and nutmeg.
3Tear half of the hamburger buns into approximately 1-inch pieces and add to the wet mixture, mashing them into the liquid with a spoon until moistened.
4Tear the remaining buns, add to the mixture, and mash until combined, ensuring some bun pieces retain their shape.
5Scrape the mixture into the prepared baking pan.
6Bake for about 45 minutes, or until the pudding is sponge-like and springs back when touched in the middle.
7For the sauce, combine sugar, melted butter, heavy cream, and whiskey in a medium saucepan. Bring to a boil and boil for 1 minute.
8Drizzle the sauce over the bread pudding and serve warm or at room temperature.