Preheat the oven to 400 degrees and line a rimmed baking sheet with parchment paper

In a large bowl, whisk together the eggs, milk, cinnamon, sugar, and vanilla

Cut the bread pieces into 4 "sticks" per slice

Dip each stick into the egg mixture, flipping to lightly coat. Allow the excess to drip off before placing the strip on the lined baking sheet.

Bake at 400 degrees for 7-8 minutes, flipping the sticks halfway through cooking.

Sprinkle with powdered sugar and serve immediately or freeze for later.