Make the filling. First, beat the softened butter until creamy. Then, mix in the marshmallow fluff and powder sugar until smooth and fluffy.
Fill the brioche rolls. Next, use a small knife to cut a pocket into the side of each roll. Then, pipe or spoon the marshmallow buttercream inside (don’t overfill).
Whisk the custard. Meanwhile, whisk together the eggs, eggnog, cinnamon, and salt until fully combined.
Dip the stuffed rolls. Now, dip each stuffed roll into the custard, turning to coat all sides. However, don’t soak too long—just enough to coat.
Cook until golden. Melt butter in a skillet over medium heat. Add the rolls and cook, turning occasionally, until every side is golden brown and the centers feel warm (about 2–3 minutes per side, depending on size).
Serve right away. Finally, dust with powdered sugar and drizzle with syrup. Additionally, add whipped cream or berries for a festive finish.