Prepare your mise en place. Slice the bananas into 1/4-inch rounds and line up your cookies and bowls or a 9×13-inch dish.

Make the custard base by whisking together milk, sugar, cornstarch, and a pinch of salt in a saucepan until smooth.

In a separate bowl, whisk the egg yolks. Slowly whisk about 1 cup of the warm milk mixture into the yolks to temper them, then return everything to the pan.

Cook over medium heat, stirring constantly until the mixture thickens. It should coat the back of a spoon.

Pour the hot pudding into a bowl and cover with plastic wrap directly on the surface to prevent a skin from forming. Let it cool to room temperature (about 15 minutes).

Place a thin layer of pudding in the bottom of your dish, followed by a layer of cookies and a layer of banana slices. Repeat until topped with pudding.

Cover and refrigerate for at least 2 hours, preferably overnight.

Serve chilled, sliced into squares or scooped into bowls.