Spray the insides of a 9x13 baking dish with cooking spray.
Cook all but 3 strips of bacon until crispy. Drain the bacon, coarsely chop it, and set aside.
Combine the milk, cream, garlic cloves, bay leaves, dried thyme, and cayenne pepper in a saucepan and bring it to a boil. Simmer for 2 minutes, then turn the heat off and leave the garlic and bay leaves in it to steep. Set it aside to cool.
Strain the milk and cream mixture when it has cooled down. Discard the solids.
Whisk the eggs until frothy, then pour in the cooled milk-cream mixture and combine. Add the chives.
Slice the hot cross buns in half horizontally, and arrange the bottom buns in the bottom of your prepared baking dish.
Cover the buns with about half of the egg mixture, then top it with all the mozzarella cheese and half the gruyere cheese. Sprinkle the cooked bacon over the top.
Place the top half of the hot cross buns on top of the cheese and bacon, and press down slightly.
Add the remaining egg-milk mixture. Slice the bacon in half lengthwise and use the bacon to create a cross pattern on the top of the casserole. You can follow the crosses in the hot cross buns if they're lined up. Sprinkle the remaining gruyere cheese on top.
Cover and refrigerate the casserole overnight or for at least 6 hours so the custard can soak into the bread.
Preheat your oven to 400-F and cover the casserole with foil. Bake for an hour. Then remove the foil and bake for 15 minutes until hot and bubbly and set in the middle.
Serve and enjoy!