For the bread and filling: Using a small sharp knife, cut a 2-inch-long slit in one side of each bread slice, cutting three-quarters of the way through the bread and creating a pocket for the filling.
In a medium bowl, add the piloncillo, pecans, chocolate, coffee, orange zest and cinnamon and stir until combined. Fill the pocket of each slice of bread with some of the filling.
For the custard: In a shallow bowl, combine the milk, cinnamon, vanilla extract and eggs and whisk until combined. Dip the bread slices into the egg mixture, making sure to coat each side of the bread and allowing the egg mixture to soak in.
Heat a large skillet over medium-low heat. Add 1 tablespoon of butter and heat until it melts.
Put the raw sugar on a plate, then dip the soaked bread in it, coating both sides of each slice.
Add some of the coated bread slices to the skillet and cook on both sides until light golden brown, about 4 minutes per side. Repeat with the remaining butter and bread slices.
Serve the French toast with chopped pecans, grated Mexican chocolate and maple syrup.
Piloncillo is often used in Mexican cuisine to sweeten drinks or deserts. It is unrefined cane sugar, usually found in the shape of small cones, and can be substituted with brown sugar.