In a large bowl, add instant banana pudding mix to two cups of cold milk. Use a hand mixer and beat on high for 2 minutes. Set aside to thicken.
Meanwhile, in another large bowl, beat together cream cheese, sweetened condensed milk and vanilla. Set aside.
And in another large bowl, whip heavy cream over high speed until stiff peaks form. Set aside.
Now fold the banana pudding mix into the sweetened condensed cream cheese mixture and stir until combined. Then carefully fold in the whipped cream to keep its light and airy texture.
Now grab your baking dish or serving bowl and add half of the cookies (and the crumbs) to the bottom of a large casserole dish. Add 3 slices bananas on top then add the banana pudding.
Top with remaining cookies and wrap in plastic wrap. Place in fridge for at least 2 hours up to 2 days.
Before serving, cut up the remaining banana and add it on top.