In a large pot, bring 2 inches of water to a simmer. In a large heatproof bowl, whisk together milk, egg yolks, sugar, cornstarch, and a pinch of salt until smooth.
Place bowl over simmering water; cook, whisking, until thick, 10 minutes. Remove from heat.
Divide bananas among six 8-ounce ramekins (or use a 1 1/2-quart dish). Pour hot-pudding mixture over bananas. Smooth tops, submerging bananas. Cover with plastic, and refrigerate until set, 1 hour or up to overnight. Garnish with crumbled cookies and whipped cream, if desired.