Combine first 3 ingredients in a large heavy saucepan; whisk in milk. Bring to a boil over medium heat, whisking constantly. Remove from heat.
Beat egg yolks until thick and pale. Gradually stir one-fourth of hot mixture into yolks; add to remaining hot mixture, stirring constantly. Cook, stirring constantly, 1 minute. Stir in vanilla. Let the custard cool with plastic wrap directly on the custard so it won't form a skin.
When the custard is cooled, beat cream at medium speed with an electric mixer, gradually adding in the powdered sugar. Beat until soft peaks form.
Layer one-third of cookies in a 16-cup trifle bowl or 4-quart baking dish. Top with one-third of banana slices.
Spoon one-third of custard over banana, and sprinkle with 1/3 of crushed candy bar. Spoon one-third of whipped cream over the candy. Repeat layers twice, so there are 3 layers of everything. On the last layering, I put the candy on top for presentation.