I have 2 methods: The sandwich method or the pocket method. For the sandwich method, spread the filling between two slices of bread as you would for regular sandwich before dunking in the egg mixture. For the pocket method, you'll need a whole loaf of bread. Cut the slices quite thick, about an inch, then use a paring knife to create a "pocket" (think of a pita). The easiest way to fill French toast for this method is by placing the filling into a piping bag or zip top bag and piping it in to the pocket.