Cut bread into 1 1/4 inch slices. Using a pointed serated knife cut a pocket in the center of each slice of bread from the top down leaving the sides and bottom of the bread intact. Beat cream cheese, sugar and 1 teaspoon vanilla until blended. Add chopped pecans. Blend the eggs, milk and 1 teaspoon vanilla. set aside. Using a flat blade knife gently open the pockets of the bread and fill with the cream cheese mixture. Dip in egg batter and grill as usual. Delicious served with warmed maple syrup.