In a medium saucepan, heat the milk over medium heat until it's almost simmering, stirring constantly. Remove from heat.
In a separate medium heatproof bowl, whisk the cornstarch, salt, sugar, and eggs together until pale yellow, about 5 minutes. Pour about half of the hot milk mixture into the bowl with the egg mixture and whisk vigorously until smooth.
Set a fine-mesh sieve over the saucepan with the milk. Pour the egg mixture back into the saucepan and cook over medium heat, whisking vigorously, until thick and starting to bubble, about 5-8 minutes. Once the mixture starts to bubble, turn the heat down to low and continue cooking, whisking constantly, for 1-2 minutes until the mixture thickens.
Remove the pan from the heat and immediately whisk in the butter, vanilla extract, and clear vanilla. Transfer the mixture to a bowl and place a piece of plastic wrap directly over the pudding to prevent a film from forming. Chill in the refrigerator until cool, for a few hours.
Once the pudding is cold, place the heavy cream, Confectioners' sugar, and vanilla extract in a medium mixing bowl. Using an electric mixer, whip on medium-low speed until soft peaks form. Whisk one-third of the whipped cream into the chilled pudding to loosen it, then using a rubber spatula, gently fold in the remaining whipped cream until incorporated.
To assemble the parfaits, spoon a large dollop of the pudding mixture into the bottom of each parfait glass. Top with one layer of cookie pieces and one layer of sliced bananas. Repeat once and top with a final layer of pudding. Crumble some of the cookie pieces and sprinkle over the top. Refrigerate the parfaits until ready to serve, for at least 30 minutes to 1 hour. Before serving, garnish with extra Nilla wafer crumbles and sliced bananas, if desired.