Make the vanilla pudding. In a 4-quart saucepan, combine the heavy cream, milk, egg yolks, sugar, salt, and cornstarch. Whisk until it is smooth and set over medium-low heat. Continue whisking until the mixture starts to thicken, 6-8 minutes. Continue to whisk until the pudding is bubbling and thick, 2-4 minutes. Remove from the heat and whisk in the butter and vanilla extract. Stir until it is smooth. Pass the pudding through a sieve. Cover and place in the refrigerator to chill for hours.
½ cup heavy cream, 2 cups whole milk, 4 large egg yolks, ½ cup granulated sugar, ¼ tsp kosher salt, ¼ cup cornstarch, 3 tbsp unsalted butter, 2 tsp vanilla extract
Prepare the whipped cream. In a bowl, combine the heavy cream, Greek yogurt, powdered sugar, and vanilla extract. Whip the cream until it is at stiff peaks, 4-6 minutes. Add half of the whipped cream to the chilled pudding and fold it together.
3 cups heavy cream, 2 tbsp plain Greek yogurt, ¼ cup sifted powdered sugar, 1 tsp vanilla extract
Assemble the pudding. Place a single layer of wafer cookies in the bottom of a 9x13 baking dish, about ⅓ of the cookies. Follow with a layer of sliced bananas and ⅓ of the pudding. Repeat the layers two more times, ending with the remaining pudding. Top with the remaining whipped cream and place in the refrigerator until it is well chilled, 2-3 hours.