Preheat skillet to medium heat with 1/4 to 1/2 inch canola oil over stove top burner.
Combine eggs, milk, and vanilla in a shallow dish good for dipping. Mix until well-combined and set aside.
If desired, trim the edges of bread to remove the crust.
Using your rolling pin, roll out each piece of bread into a very flat square.
Fill each piece of bread with desired combination of fillings. Don't overfill and try avoid the edges as it may be hard to roll and close if you do! (Also, you don't really want ingredients seeping and spilling out into the oil when you go to cook them as that can result in popping oil and bigger messes.)
Roll bread closed (like a burrito) and secure, seam side down with at least three toothpicks (I like to cook seam side down first so that it seals well and then you can remove the toothpicks before flipping to get a good crispy results on each side).
Dip each french toast stick into mixture. To get top, ladle over with spoon or fork since toothpicks will be in the way of dipping.
Place sticks into your preheated pan and cook until browned on bottom side (about 3 minutes).
Carefully remove toothpicks and flip to cook second side until golden brown.
Remove from oil onto plate lined with paper towels to catch excess oil.
While still warm, dip sticks into the cinnamon sugar mixture to coat.