Instructions

for the pudding

Heat 613 grams (2½ cups) whole milk, 99 grams (½ cup) granulated sugar, and ¼ teaspoon table salt in large saucepan over medium heat until simmering, stirring occasionally to dissolve sugar.
Meanwhile, whisk 28 grams (¼ cup) cornstarch and remaining 61 grams (¼ cup) milk in large bowl until no lumps remain, about 15 seconds. Whisk in 3 large egg yolks until fully incorporated, about 30 seconds
When milk mixture comes to simmer, remove from heat and, whisking constantly, slowly add milk mixture to yolk mixture to temper.
Return milk-yolk mixture to saucepan. Return saucepan to medium heat and cook, whisking constantly, until pudding is thickened and registers 180 degrees in several places, about 1 minute. Off heat, whisk in 29 grams (2 tablespoons) chilled unsalted butter and 1 tablespoon vanilla extract. Strain through fine-mesh strainer set over clean bowl.
Spray piece of parchment paper with vegetable oil spray and press flush to surface of pudding to prevent skin from forming. Refrigerate until cold and set, at least 3 hours.

for the rum bananas

Slice 3 ripe but firm medium bananas ½ to ¾ inch thick on bias. Melt 86 grams (6 tablespoons) butter in 12-inch skillet over medium-high heat. Add 99 grams (½ cup packed) dark brown sugar, ½ teaspoon ground cinnamon, and pinch salt and cook, stirring constantly, until sugar dissolves and mixture starts to bubble, about 2 minutes. Add bananas and cook, stirring gently, until caramelized, about 2 minutes.
Remove skillet from heat and carefully pour in ¼ cup dark rum. Return skillet to medium-high heat. Using long match or lighter, carefully light rum mixture on fire, then gently shake skillet until flames dissipate and liquor is fully cooked off, about 30 seconds. Continue cooking until sauce becomes syrupy, about 1 minute longer. 
Whisk pudding until smooth. Divide half of pudding among 4 to 6 individual serving glasses and top with ¾ cups vanilla wafer cookies, broken into roughly ½-inch pieces; repeat layering with remaining pudding and remaining ¾ cups vanilla wafer cookies, broken into roughly ½-inch pieces. Top with bananas (warm or at room temperature) and serve.