Step 1Slice rolls in half, slice halves lengthwise again, then slice each spear of bread widthwise into 3/8-inch pieces; you should have 4 loosely packed cups of bread. Spread in single layer on baking sheet and bake at 300 degrees until thoroughly dried and beginning to brown, about 20 minutes. Drizzle melted butter evenly over bread, tossing pieces to evenly coat. Return to oven and bake until nicely golden, about 15 minutes, then scoop into mixing bowl.
Step 2Combine chopped piloncillo, water, 1 cup wine, cinnamon and cloves in large saucepan and bring to boil, then simmer gently over medium-low heat 20 minutes.
Step 3Toss raisins with remaining 1/3 cup wine and soak 15 minutes.
Step 4Spread nuts on baking sheet and toast in 325-degree oven until lightly browned, about 15 minutes.
Step 5Crumble cheese over bread, then add toasted nuts and soaked raisins and any liquid they have not absorbed.
Step 6Strain syrup onto bread mixture, stir thoroughly and let stand 15 minutes, stirring occasionally. Scoop mixture into attractive 8-inch square baking dish or divide among 6 small (1-cup) gratin dishes. Bake at 325 degrees until mixture is bubbling nicely and bread looks caramel-coated on top, 45 to 50 minutes for big dish, 30 minutes for gratin dishes. Remove, cool a little, then serve with bowl of thick cream passed separately, if you wish.