For the bread: Preheat the oven to 300 degrees. Slice the rolls lengthwise, slice the halves lengthwise again, then slice each spear of bread widthwise into 3/8-inch pieces; there should be 4 loosely packed cups of bread. Spread in a single layer on a baking sheet and bake for about 20 minutes, until thoroughly dried and beginning to brown. Drizzle the melted butter evenly over the bread, tossing and turning the pieces to insure that they are evenly coated. Return to the oven and bake until nicely golden, about 15 minutes, then scoop into a mixing bowl.
For the syrup: Combine the chopped piloncillo (or brown sugar and molasses), 3 cups water, 1 cup of the wine, cinnamon and cloves in a large saucepan and bring to a boil, then simmer gently over medium-low for 20 minutes.
The other ingredients: Toss the raisins with the remaining 1/3 cup wine and macerate for 15 minutes. If the nuts are not toasted, spread them on a baking sheet and toast in a 325-degree oven until lightly browned, about 15 minutes. Crumble the cheese over the bread, then add the toasted nuts, the soaked raisins and any liquid they have not absorbed.
Finishing the Dessert: Heat the oven to 325 degrees. Strain the syrup onto the bread mixture, stir thoroughly and let stand 15 minutes, stirring occasionally. Scoop the mixture into a decorative 8-inch square baking dish or divide between 6 small (1-cup) gratin dishes. Bake for 30 minutes, until the mixture is bubbling nicely and the bread looks caramel-coated on top. Remove, cool a little, then serve with a bowl of thick cream passed separately, if you wish.