Mix sugar, flour, and salt in top of double boiler. Blend in egg yolks and milk. Cook, uncovered over boiling water 10 to 12 minutes or until thickened, stirring constantly. Remove from heat, stir in vanilla. Set aside.
Use an 8-inch springform pan. Dip each cookie quickly in the milk. Layer Nilla wafers on the bottom.
Top with some pudding just a thin layer. Add a layer of sliced bananas.
Top with Cool Whip and repeat for about 3 layers or until you reach the top.
Add Cool Whip on top and sides. Add chopped Nilla wafers on top, if desired.