Sauté shallots in olive oil until translucent. Add ham, apple, and garlic.
When garlic releases aroma, deglaze with white wine and add cubed bread. Stirring constantly, add thyme, salt, pepper, sorghum, cinnamon, shredded Gouda, and sherry.
Whisk eggs and heavy cream together in a bowl. Transfer bread mixture to a separate large bowl and fold in softened butter. Add eggs and cream to bread mixture.
Grease a 3-quart casserole baking dish with butter, olive oil, or pan spray. Fill dish with the bread mixture and bake until golden brown, about 30 minutes. Invert bread pudding onto a sheet pan, remove casserole dish, and turn oven temperature up to 400 degrees. Cook until golden and crispy on the outside, about 6−10 minutes.