Banana Pudding Parfaits

In a medium saucepan, whisk the sugar, cornstarch, salt, and egg yolks. Whisk in the milk and bring to simmer, stirring frequently, over medium heat (it will take 5 to 8 minutes). When the mixture starts to bubble, turn the heat down to low and continue cooking, whisking constantly, for 1 to 2 minutes until the mixture thickens. Remove the pan from the heat and immediately whisk in the butter, vanilla and rum. Transfer the mixture to a bowl and place a piece of plastic wrap directly over the pudding to prevent a film from forming. Chill in the refrigerator until cool, a few hours. (To hurry it up, you can place the bowl in an ice bath and whisk occasionally until cold.)

Once the pudding is cold, place the heavy cream in a medium mixing bowl. Using an electric mixer, whip on medium-low speed until the whisk or beaters begin to leave tracks in the cream. Add the confectioners' sugar and whip until the cream holds medium, silky peaks. Go slowly towards the end; if it gets grainy or curdled, you’ve gone too far. Use a rubber spatula to fold the whipped cream into the cold pudding.

Spoon a large dollop of the pudding mixture into the bottom of each parfait glass. Top with one layer of cookie pieces and one layer of sliced bananas. Repeat once and top with a final layer of pudding. Crumble some of the cookie pieces and sprinkle over top. Refrigerate for at least 3 hours or up to 12 hours.