For the Pudding:
1. In a medium bowl, whisk together the egg yolks, granulated sugar, cornstarch, and salt. Set aside.
2. In a medium saucepan, heat the milk over medium heat. When it’s just beginning to bubble around the edges of the pan, remove it from the heat and whisk a ladleful into the egg mixture. When combined, add another ladleful. Now add the rest of the milk to the eggs, whisking continuously. (It’s important to not skip this step, known as tempering the eggs, because otherwise you’ll end up with scrambled eggs!)
3. Pour the mixture back into the saucepan and whisk over medium-low heat until it thickens, about 5 minutes. Cook, whisking continuously, until it is quite tick and glossy, about 10 minutes more. The pudding should coat the back of a spoon. If you draw a line with your finger down the back of your spoon, the mark you made should remain. Remove from the heat and whisk in the vanilla and butter. Transfer the pudding to a clean bowl. Press a piece of plastic wrap directly against the surface of the pudding, taking care to cover it completely, to prevent a skin from forming. Refrigerate for at least 4 hours or up to overnight.
For the Caramelized Bananas:
4 In a small saucepan, combine the brown sugar, butter, and cinnamon and cook over medium heat until bubbling, 3-4 minutes. Remove the pan from the heat and stir in the rum to combine. Add the banana slices, tossing to coat them completely in the caramelized sugar.
For the Spiked Whipped Cream:
5 In the bowl of a stand mixer fitted with the whisk attachment, beat the cream, rum, and granulated sugar on medium speed until it holds soft peaks, 3-5 minutes.
6 Place half the crushed vanilla wafers over the bottom of a trifle dish. Spoon half the pudding over the crushed wafers, followed by an even layer of banana slices. Top with the remaining crushed wafers, reserving 1 Tbsp. followed by the rest of the pudding and then the bananas. Layer the whole wafers over the bananas and then top with the spiked whipped cream. Sprinkle with the reserved 1 Tbsp. crushed wafers. Serve immediately. You can also prepare this in advance: Assemble the entire dish but do not make the whipped cream yet. Cover and hold in the fridge overnight, then make the whipped cream right before serving, and top the pudding with it.