For the rice pudding:

Prepare rice according to package directions.  Pre-heat the oven to 350 degrees. In a large bowl, beat together eggs and sugar until light and lemony in color. Beat in the heavy cream, milk, vanilla extract and cinnamon until completely incorporated. Fold in the cooked rice and pecans and pour into greased oven-proof ramekins. Place the ramekins in large casserole dish (i.e. bain-marie or water bath) and fill with warm water until water level reaches halfway up the sides of the ramekins. Bake for 20 minutes. Remove from the oven and cool for 40-45 minutes. Serve topped with Brandy Vanilla Sauce.

For the Brandy Vanilla Sauce:

In a heavy saucepan over medium heat, bring cream to a boil, lower heat and simmer 2 minutes. Add sugar and brandy. Whisk mixture until sugar is dissolved. Stir together cornstarch and water in a cup until cornstarch dissolves. Whisk this mixture into the cream, and simmer until the mixture is thickened, 1-2 minutes.  Stir in the vanilla extract.