In a medium bowl, whisk together the pudding and milk.
In a separate bowl, beat the cream cheese and sweetened condensed milk with an electric mixer until smooth.
Stir the pudding mixture into the cream cheese mixture and mix well.
In the bowl of a stand mixer, beat the cream, sugar and vanilla until soft peaks form.
Fold 1 cup of the whipped cream into the pudding mixture.
In a glass jar, layer about 1/8 cup of cookie crumbs, 6 slices of banana, 1/3 cup of pudding mixture and 1/4 cup whipped cream. Repeat once.
Sprinkle additional cookie crumbs on top of the last layer of whipped cream. Refrigerate until serving.
If desired, garnish with fresh banana slices just before serving.