Step 1

Remove the labels from the bananas but leave the skins on.

Step 2

Place the bananas on a lined baking sheet and bake them at 350F for about 30 minutes. They will swell a bit and turn very dark brown all over.

Step 3

Let them cool, then slit the skins and remove the sweet, roasted insides.

Step 4

Puree the bananas and then press through a medium strainer.

Step 5

Place the milk, yolks, corn starch, sugar, dulce de leche and salt in a large, heavy saucepan.

Step 6

Put the banana puree and vanilla in a bowl large enough to hold the custard. Set a fine mesh strainer over the bowl and keep close to the stove.

Step 7

Heat the custard over medium heat, stirring or whisking constantly, until it comes just to a boil. Before it gets too hot, taste and adjust the sugar/salt if necessary, but remember that you'll be stirring in some sweet banana puree later.

Step 8

Turn the heat down a bit and let boil for about 45 seconds, whisking all the while. The mixture will be quite thick.

Step 9

Press the custard through the strainer and stir well to incorporate the roasted banana puree and the vanilla.

Step 10

Set aside.

Step 11

In your stand mixer fitted with the whisk attachment, beat the softened cream cheese until smooth, about 1 minute.

Step 12

Add the dulce de leche and whip until creamy and well incorporated, scraping the bowl as necessary, about 2-3 minutes.

Step 13

Add the sugar salt and vanilla and beat another minute more.

Step 14

Pour in 1/4 (about 2 ounces) of the whipping cream and beat for a few seconds until incorporated and thick.

Step 15

Add another fourth of the cream and whip again.

Step 16

Add the rest in two more additions, whipping for 20-30 seconds with each addition and scraping the bowl as necessary. The mixture should be thick and hold its shape.

Step 17

It is entirely up to you how you layer in all of your ingredients, but here's how I made mine:

Step 18

Spread a very thin layer of pudding in the bottom of the serving dish--using about 1/4-1/3 cup of pudding. Just enough to keep the cookies from sliding.

Step 19

Add a layer of cookies, placing them close together.

Step 20

Spread about 1 cup of custard over the cookies and top with a layer of sliced bananas.

Step 21

Spread another cup of custard evenly over the bananas and top with another layer of cookies.

Step 22

Spread another cup of custard evenly over the cookies and top with another layer of bananas.

Step 23

Spread the last of the custard (there won't be much less) in a thin layer over the bananas. Top with another layer of cookies.

Step 24

Spread or decoratively pipe the topping over the cookies.

Step 25

Chill for at least four hours or overnight, depending on how much texture you want your cookies to have. They'll get softer the longer they sit.