Line the bottom of a 13 by 9 by 2-inch dish with 1 bag of coarsely crumbled chessmen cookies and layer bananas on top.
In a bowl, combine the milk and pudding mix and blend well using a handheld electric mixer.
Using another bowl, combine the cream cheese,vanilla and condensed milk together and mix until smooth. Fold the whipped topping into the cream cheese mixture. Add the cream cheese mixture to the pudding mixture and stir until well blended.
Pour the mixture over the cookies and bananas
Cover with the remaining cookies. Refrigerate until ready to serve (at least 1 hour).