He (Thomas Keller, a famous Californian chef and cookbook author) wanted the fancy presentation with the rounds, but I always wash leeks as skdadl says. I'd rather a less-fancy presentation than the dreaded leek grit. (Oh, how I love leeks).
The kind of brioche one has for breakfast (to say nothing of panettone, babka and other holiday brioches) is two sweet for a savoury bread pudding (some are known as "strata"). They do make a sinful sweet bread pudding. Pain brioché looks a bit like crappy white bread, but contains milk and a small amount of sugar, which is not jarring in that kind of recipe - it is about as sweet as standard challah, which can sub for it. You can also use old-fashioned loaves of plain white bread from a bakery.