In a saucepan over medium heat, combine the sugar, cornstarch, egg, evaporated milk and cream; mix together well, cooking on low until mixture is thickened remove from heat; add in vanilla, and mix well in a large bowl, or casserole dish.
Arrange a layer of cookies on the botton
Pour pudding mixture over the cookies
Top with a layer of sliced bananas
Refrigerate until chilled, serve within a few hours, or bananas tend to turn dark.