Whisk sugar, cornstarch, salt and yolks together in the bottom of a large saucepan, ideally 4-quarts to protect against splattering as it simmers. Drizzle in milk, whisking the whole time so that no lumps form. Place over medium heat on the stove and bring up to a simmer, stirring. Once simmering, stirring, until custard thickens, 4 to 7 minutes. Remove from heat; whisk in butter, vanilla, and rum. Let chill in fridge for several hours or overnight to finish thickening. You’ll have 4 cups custard.

Heat oven to 350°F. In the bottom of a large bowl, combine sugar and vanilla bean seeds, rubbing them together so that the abrasion from the sugar granules helps release the maximum vanilla flavor. Add the butter and beat with an electric mixer until light and fluffy. Add egg and vanilla, beat to combine. Sprinkle baking powder and salt over batter, beat to combine. Add flour and once again, beat just to combine. Line two large baking sheets with parchment paper or nonstick baking mats. Using your tiniest scoop, spoon or even a 1-teaspoon measuring spoon, scoop the dough (you can then roll it in your palms for a more perfect final round shape) and space at least 2 inches apart on prepared sheets. Bake 10 to 11 minutes, keeping a close eye on them. You’ll want them to be nicely golden at the edges before you take them out. Let cool on racks.

Beat heavy cream with 2 teaspoons sugar until soft peaks form. Line the bottom of 8 1-cup dishes with a wafer cookie. Add custard (you’re looking to use about 1/3 of it total right now). Top with a layer of bananas. Repeat twice with more cookies (you can break them up to get them to fit better in small cups), custard and bananas. Dollop each pudding with whipped cream; chill (I prefer to do so with lids on so the whipped cream doesn’t dry out) for a few hours and up to a few days.