My favorite winter puddings are Indian Pudding, Bread Pudding, and Plum Pudding (with hard sauce, please).
Bread Pudding is the easiest to make.
All of these puddings require something to be served on top. For Bread Pudding, I've seen Rum Sauce, Lemon Sauce, Vanilla Sauce, etc etc.
Or the old standby, English Custard Sauce. No need to make it yourself - you can buy Bird's at Amazon. Ol' Mr. Bird invented it because his wife had an egg allergy. A bird, allergic to eggs...
God made pitchers for pouring custard.
What are your favorite cold weather desserts?