Preheat your oven to 375°F (190°C) and generously grease a 9x13-inch baking dish with the softened butter.
Open the can of cinnamon rolls and cut each roll into 6 equal pieces, then evenly distribute the pieces in the bottom of the prepared baking dish.
In a large mixing bowl, vigorously whisk together the eggs, heavy cream, milk, granulated sugar, vanilla extract, cinnamon, nutmeg, and salt until the mixture is completely smooth and well-combined.
Pour the egg mixture evenly over the cinnamon roll pieces in the baking dish, ensuring all pieces are moistened. Gently press down any pieces that float to the top. Sprinkle the optional chopped pecans evenly over the top.
Bake for 25 to 30 minutes, or until the center is fully set and the top is a deep golden brown. A knife inserted into the center should come out clean.
Remove the casserole from the oven and let it rest for 10 minutes before serving. Drizzle the included cinnamon roll icing over the top just before serving.