Make the bread pudding: Preheat the oven to 325 degrees F. Scrape the icing off the Krimpets; reserve the icing. Cut each Krimpet into eighths and toss with the bread cubes in a large bowl.
Whisk the eggs, egg yolks and granulated sugar in a bowl. Bring the heavy cream to a gentle simmer in a saucepan over medium heat. Slowly whisk the warm cream into the egg mixture until combined, whisking constantly. Add the vanilla and reserved Krimpet icing and whisk until smooth.
Pour the egg mixture over the bread mixture and gently stir to coat. Transfer to a 9-by-13-inch baking dish; bake until a toothpick inserted into the middle comes out clean, 50 minutes to 1 hour. Transfer to a rack and let cool to room temperature.
Meanwhile, make the icing: Bring the brown sugar, butter and scotch to a simmer in a small saucepan over medium heat; cook, stirring, 3 minutes. Add the heavy cream and vanilla and cook, stirring, until the sugar dissolves, about 2 more minutes. Remove from the heat and let cool completely.
Transfer the icing mixture to a large bowl. Add the confectioners' sugar and beat with a mixer until smooth, about 1 minute. Spread on the bread pudding.