Preheat your oven to 355 degrees F.

Make the custard: In a small pot, whisk the heavy cream, milk, and salt over medium heat. Bring the mixture to a boil, then immediately remove from the heat and set aside to slightly cool. In a large bowl, beat the eggs and caster sugar. Temper the two mixtures by gradually pouring the hot milk mixture into the egg mixture, whisking constantly. Once combined with no sign of scrambling, add the vanilla extract and lemon zest.

Assemble the bread pudding: Slice or tear apart the challah. Generously spread melted butter onto each side of the challah slices or pieces. Use the remaining butter to coat your baking dish. Place a few challah pieces on the bottom of the oven dish to create a tight-fitting base and sprinkle with a third of the halva. Spoon a bit of the custard to soak each piece. Lay the remaining challah into the dish, dropping pieces of halva in the crevices. Pour the remainder of the custard over the whole pan and top with the rest of the halva and demerara sugar.

Bake for 30 minutes until the bread pudding is golden-brown and the halva has melted. Serve warm with cold heavy cream.