Fill a large bowl with ice water for an ice bath. Whisk the egg yolks in a bowl with the rum and cornstarch. Bring the milk, sugar, and vanilla to a low simmer in a saucepan over medium heat. Remove half the mixture from the saucepan and whisk it into the egg yolks. Pour the egg yolk mixture back into the saucepan. Cook the mixture until it thickens, then place the saucepan in the ice bath. Stir the pudding until it cools to room temperature, then refrigerate it for 4 hours. Layer the chilled pudding with vanilla wafers and sliced bananas and garnish with whipped cream.

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