To make the vanilla wafers: Preheat the oven to 350°F/180°C. Line a baking sheet with parchment paper.
In a bowl, sift together the flour, baking powder, and salt. Using a stand mixer fitted with the paddle attachment, beat the butter and granulated sugar on medium speed until light and fluffy, about 5 minutes. Reduce the speed to low and add the flour mixture, beating just until crumbly. In a small bowl, combine the vanilla and milk, then slowly pour it into the dough mixture. Beat just until the dough comes together to form a ball.
Place the dough on a clean work surface and roll it into a log about 1 in/2.5 cm wide and about 8 in/20 cm long. Cut the log into 1/4-in/6-mm slices and place the slices on the prepared baking sheet about 1 in/2.5 cm apart. You should have about 32 cookies. Bake until the cookie tops are no longer soft to the touch, 12 to 15 minutes. Let cool on the baking sheet for 5 minutes. Transfer to a wire rack to cool completely.
To make the pudding: Set a medium bowl over an ice bath. In a small bowl, whisk together the egg yolks until smooth and pale. In a saucepan over medium heat, whisk together the flour, granulated sugar, and salt, then add the milk and vanilla and whisk until combined. Cook, whisking occasionally, until you see the first big, boiling bubble. Slowly pour the hot milk mixture into the bowl with the egg yolks, whisking all the while so as not to scramble the eggs. Transfer this mixture back to the saucepan, and cook over medium-low heat, whisking often, until thickened, about 5 minutes. Strain the pudding through a fine-mesh sieve into the bowl in the ice bath. Immediately press a piece of plastic wrap directly onto the surface of the pudding to keep a skin from forming. Let cool completely. Refrigerate until ready to assemble the puddings.
To make the caramelized bananas: In a wide sauté pan, heat the butter, brown sugar, cinnamon, and salt over medium heat, stirring occasionally, until the butter melts, the sugar dissolves, and the mixture bubbles, 2 to 3 minutes. Add the banana slices and, using a spoon, turn gently to coat the slices with the sugar mixture until the bananas are warmed through and glazed and the sauce thins out, about 3 minutes.
In six 1-cup/240-ml serving cups, layer pudding, 3 vanilla wafers, and about 2 tbsp of the caramelized bananas, then repeat the layers, dividing the ingredients evenly among the cups. Top with cookies.
Serve immediately or cover with plastic wrap and refrigerate until ready to serve. The pudding will keep up to 24 hours, although the cookies will soften.
Get more delicious recipes at the Home & Family Pinterest Page
Get more from Chef Tanya Holland at BrownSugarKitchen.com