Butter a 2 qt baking dish. Cut or tear your cinnamon rolls into approximately 1 inch square pieces and layer them into the buttered baking dish. Do not compactly fill the dish or fill to the very top edge of your dish. *The bread will expand, you do not want your bread pudding overflowing.
In a medium to large mixing bowl, combine the heavy cream (half & half or whole milk can also be used), eggs, yolks, butter, sugar, vanilla extract, and cinnamon. Whisk until well combined, then pour over the layered cinnamon roll chunks. *If your pudding mixture does not come to the bottom edge of the top lip of your baking dish, you can use milk to top off the bread pudding. You want your bread pretty well covered with liquid.
Soak the layered bread pudding in the custard mix for about 30 minutes, then preheat your oven to 350 degrees F (175 degrees C).
Place bread pudding in preheated oven on the middle rack and bake for about 25-30 minutes, or until the custard is set and a toothpick inserted into the middle of the baked dish comes out clean. The top will be browned and the pudding will be set between the bread pieces in the center.
Remove from the oven and allow to cool slightly (10-15 minutes) before serving warm. Dust with confectioners sugar, if desired.