Heat oven to 350.
Heat the butter and brown sugar in a 1 qt sauce pan over medium heat to a boil. Remove the sauce pan from the heat and stir in the pecans.
Grease a baking sheet with the butter. Place the bread slices on the sheet. Bake for 5 minutes or until lightly toasted.
Beat the milk, eggs, sugar and vanilla in a medium bowl with a fork or whisk. Dip 8 bread slices into the milk mixture and place on baking sheet. Spread about 1 T pecan mixture onto each dipped bread slice. Dip the remaining bread slices into milk mixture and place over the pecan mixture to form sandwiches.
Bake for 20 minutes or until golden brown. Sprinkle with confectioner sugar
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