These rich, chocolatey individual desserts can be made in ovenproof ramekins, mugs, or cups. The recipe also works in a nine-inch round cake pan, although you will need to increase the baking time to 35 minutes.
Butter insides of eight 1-cup ovenproof cups. Bring 2 cups cream, the milk, cinnamon sticks, chiles, and vanilla bean and seeds to a simmer over medium-high heat. Remove from heat, cover, and let stand for 30 minutes.
Place milk chocolate and bittersweet chocolate in a heatproof bowl. Return cream mixture to a simmer, then strain over chocolate, discarding solids. Gently stir until smooth.
Whisk egg yolks, granulated sugar, and salt in a medium bowl until pale and thick. Whisking constantly, add chocolate mixture in a slow, steady stream. Whisk in bourbon.
Place challah or brioche in a large bowl, pour in chocolate custard, and gently fold until combined. Let stand for 30 minutes, stirring and pressing down bread occasionally to submerge.
Preheat oven to 350 degrees. Divide bread and custard among prepared cups. Sprinkle generously with raw sugar.
Place cups in a roasting pan, and add enough boiling water to reach halfway up sides of cups. Carefully transfer to oven, and bake until puddings are just set, 25 to 30 minutes. Transfer cups to a wire rack, and let cool for 15 minutes.
Just before serving, beat remaining 1 cup cream with the sour cream and confectioners' sugar until soft peaks form. Top each bread pudding with a dollop of whipped cream, and garnish with ground cinnamon and chocolate curls.
Bread that has sat out at room temperature for two days works best, but you can also use fresh bread that has been cubed and lightly toasted on a baking sheet in a 350-degree oven.