Cut off top of pumpkin, reserving lid with stem. Scoop out pumpkin seeds and pulp, and reserve for another use. Brush inside of pumpkin shell with 1 tablespoon melted butter. Sprinkle with 1 tablespoon sugar. Top with lid.
Bake at 350° for 35 minutes.
Brush inside of baked pumpkin shell with 1 tablespoon butter; sprinkle with 1 tablespoon sugar.
Stir together eggs and next 6 ingredients; spoon pudding mixture into a lightly greased 8-inch square pan.
Bake pumpkin and bread pudding at 350° for 25 minutes. Let pumpkin cool; spoon bread pudding evenly into pumpkin shell. Serve with Lemon-Vanilla Sauce.
Note: For individual servings, substitute 12 (1/2-pound) pumpkins. Scoop out seeds and pulp; sprinkle each pumpkin shell with 1 teaspoon butter and 1 teaspoon sugar, and bake with the bread pudding. (Do not prebake as with the larger pumpkin.) Spoon bread pudding evenly into baked pumpkin shells.
For lemon vanilla sauce: Cook vanilla bean, water, sugar, cornstarch, and salt in a saucepan over medium heat, stirring until smooth and thickened.