The wafer recipe makes double what you need for the pudding. Save the leftovers for snacking, another banana pudding or grind up to make a cookie-crumb pie crust. (If you don’t want to deal with making your own cookies — no offense taken — substitute them with 8 to 9 ounces of store-bought Nilla wafers.) Since the taste of vanilla is at the forefront of both the pudding and cookies, buy a high-quality brand. I like to use vanilla bean paste because it adds an intense flavor to the cookies and pudding, plus you can see the seeds! But if you don’t want to go through the trouble of buying it, use pure vanilla extract in its place.
Classic Banana Pudding With Homemade Vanilla Wafers
Make the pudding: In a medium saucepan, whisk together the sugar, cornstarch and salt, then add the egg yolks and a splash of the milk and whisk until they form a smooth, thick paste. Pour in the rest of the milk and whisk until smooth. Place the pan over medium heat and cook, stirring steadily with a wooden spoon or rubber spatula, until the mixture starts to boil, then continue cooking, stirring constantly, for 1 minute.
Remove the pan from the heat and pour the pudding through a sieve into a bowl. Add the butter, vanilla and bourbon, if using, and whisk until the butter fully melts and the pudding is smooth. You should have about 2 1/2 cups.
Cover the bottom of a 7- or 8-inch round or square pan or glass or ceramic dish with half the bananas, then pour half the vanilla pudding over the bananas, spreading it to smooth the top. Arrange the remaining banana slices over the pudding,, then top with the rest of the pudding. Cover the dish with a sheet of plastic wrap, pressing it directly on top of the pudding to prevent a skin from forming, and refrigerate for at least 2 hours or up to 1 day to set the pudding.
Arrange one oven rack in the top third of the oven and another in the bottom third, then heat the oven to 350 degrees. Line two large baking sheets with parchment paper.
In a medium bowl, whisk together the flour, sugar, salt and baking soda, then make a well in the center. Pour the butter, vanilla and egg into the well and stir with a spoon until the mixture forms a clumpy dough. Then, using your hands, finish mixing the dough by kneading it until no dry patches of flour remain. Form the dough into a ball and break in half.
Working over one of the prepared baking sheets with one half of the dough, pinch off bottle cap-size chunks of dough and let them fall onto the sheet; repeat with the other dough half over the second prepared baking sheet. Then roll each chunk on each sheet into a ball and space them at least 1 inch apart.
Place the baking sheets in the oven and bake, rotating the baking sheets front to back and top to bottom halfway through cooking, until golden brown and crisp, 16 to 18 minutes. Transfer the baking sheets to a wire rack and let cool completely. Transfer the cookies from one baking sheet to an airtight container and save for another use.
Before serving, roughly chop or crumble the remaining wafer cookies and scatter them over the top of the pudding. If not serving all the pudding at once, scatter cookies just over each serving so they stay crunchy.