How well does bread pudding reheat?

Yes you can make it ahead and then warm, as suggested, in oven.
Also, microwave works well here.
Another idea - I've made up the pudding, kept it overnight in fridge and baked on 2nd day. This gives a fresher taste than cooked-and-rewarmed. If you don't have enough time to do the full cooking on the day of serving, do 3/4 time on prep day, hold overnight in refrigerator, bring to room temp, cook remaining 1/4 time in oven.
Also, if you have leftovers, bread pudding freezes and reheats beautifully.

You can cover it in foil and reheat but if you want awesome, you can slice it, butter it and brown it in a pan, served with icecream...omg