Heat the oven to 200°F. Whisk together milk, eggs, sugar, orange zest, vanilla seeds (or extract), cinnamon, and nutmeg in a large, shallow dish. Dip bread slices in egg mixture, coating each side and letting the excess drip off.
Heat a large frying pan over medium heat and add butter. When butter foams, place a single layer of soaked bread slices in the pan and cook until golden brown on one side, about 3 minutes; flip to brown the other side, about 3 minutes more. Place the cooked French toast on an ovenproof plate or baking sheet and keep warm in the oven while you finish cooking the rest.
To serve, place two or three slices of French toast and several slices of roasted pineapple on each plate. (Reserve extra pineapple for another use.) Spoon spiced pineapple juices over top and, depending on your mood, add a scoop of vanilla ice cream or coconut sorbet.