Bananas and coffee liqueur make this a particularly intense-flavored gelato.
In a heavy saucepan, cook bananas and liqueur over low heat until falling apart, about 45 minutes. Remove from heat and puree.
Bring milk to a simmer. Meanwhile, combine egg yolks and sugar in the bowl of an electric mixer. Beat at medium-high speed until very thick and pale yellow, 3 to 5 minutes.
Add half the milk to egg-yolk mixture and whisk until blended. Stir into remaining milk and cook over low heat, stirring constantly, until mixture is thick enough to coat a spoon.
Remove from heat and immediately stir in cream. Pass mixture through a strainer into a medium bowl set over an ice bath to chill.Stir in banana puree. Freeze in an ice-cream maker according to manufacturer's instructions. Store in a plastic container.
For best flavor, soften it slightly in the refrigerator before serving.