For Pastry Cream: Whisk dry ingredients into yolks in mixing bowl, creating a thick paste. In a saucepan, bring milk to a boil. Add a little of the hot milk to the ingredient mixture, whisking to combine, and eventually whisk in about half of the milk.
Pour mixture back into the saucepan, stir over heat constantly, boil for 2 minutes, and remove from heat. Stir in butter and add vanilla to taste. Cover with plastic wrap and cool completely in the fridge for a few hours.
Push pastry mixture through a sieve or strainer with a rubber spatula. Fold in cream, whipped to soft peak, to lighten mixture, and refrigerate until ready to serve.
For Cookie Dough: Place dry ingredients into a mixing bowl and add cold chunks of shortening. Use your hands to push, squish, smear, and combine, and then work egg into mixture with your hands. Wrap in plastic and chill in the fridge for a few hours.
Roll out dough between two sheets of plastic wrap until at least 1/4-inch thick, if not slightly thinner. Cut out a disc or any shape with a cookie cutter.
Place on a cookie sheet with parchment paper. Bake at 375ºF for 5 to 10 minutes.
For Carmelized Bananas: Slice bananas and toss in a bowl with 1/2 cup sugar, the rum, and tiny pieces of the butter. Heat a heavy nonstick saucepan over medium heat and spray lightly with no-stick spray. Sprinkle 1/4 cup sugar into pan, wait for it to melt, then add another 1/4 cup sugar and let it melt.
By this time, the sugar should be amber or brown. Toss in the bananas and stir with the caramel for 5 minutes over low heat. Remove from heat and serve.
Place cookie on plate, spoon some pastry cream over it, then spoon some caramelized bananas on top. Add a second cookie if you like.