Remove crust from bread; reserve crust for other uses. Cut bread slices in half and place in an 11" x 7" baking dish.
Whisk buttermilk and egg yolks; set aside. Saute sliced leek in butter in a small skillet over medium heat until tender. Remove from heat; cool. Combine buttermilk mixture, leek, cream, mozzarella cheese, salt, and pepper. Pour over bread. Let stand 20 minutes.
Layer spoonfuls of bread and leek mixture into six (6-ounce) greased ramekins. Place ramekins in a roasting pan, and add hot water to pan to depth of 1 1/2". Place roasting pan over 2 burners; cover completely with heavy-duty aluminum foil, and cook over medium heat 1 hour or until bread puddings are set. Remove ramekins from roasting pan. Broil just before serving to brown tops, if desired.