In a medium saucepan, combine milk, heavy cream, and sugar over medium heat; whisk occasionally until hot but not boiling.
In a separate bowl, whisk egg yolks. Slowly pour half of the hot milk mixture into the yolks while whisking constantly to temper the eggs.
Return the egg mixture to the saucepan with the remaining milk mixture. Add cornstarch and salt; cook over medium heat, whisking constantly until thickened and bubbling.
Remove from heat and stir in vanilla extract. Let pudding cool slightly before assembling.
In a 9x9-inch dish, place a layer of Biscoff cookies, then sliced bananas, and pour a layer of pudding over the bananas.
Repeat layering cookies, bananas, and pudding until ingredients are used, finishing with a pudding layer on top.
Cover and refrigerate the pudding for at least 3 hours to set and meld flavors.
Before serving, optionally top with whipped cream and garnish with crushed Biscoff cookies or banana slices.
Slice and serve chilled for an indulgent, refreshing dessert.