Into a large saucepan put milk, sugar, eggs and bananas and then blend with a stick blender (if you don't have a stick blender then use a blender or food processor and then transfer to saucepan) heat over a very gentle heat stirring frequently until the custard thickens (should coat back of wooden spoon with a thick mix and when stirring leave a trail), add arrowroot to help thicken even more.
Spread the custard out on a tray (with sides) to let cool completely.
Preheat oven to 180°C.
Cut pastry sheets in half and place pastry sheets on baking paper lined trays.
Prick pastry sheets all over with a fork.
Place in oven and bake for 10 minutes.
Give cooled custard a stir to (don't worry about it having formed a skin), put down a layer of pastry and top with 1/3 of the custard but don't take it right to the edge, put on another 1/3 layer of custard and then another pastry sheet and then the final layer of custard and the final 4th sheet of pastry.
Sprinkle with icing sugar and then refrigerate for 1 hour.