Whisk all the ingredients in a medium saucepan. Heat on medium high, and whisk continuously until pudding begins to thicken, about 5 minutes. Remove from heat.
Line animal cookies in a medium glass serving bowl; pour in half of your pudding mixture. Layer banana slices and more cookies on top (may also line edge of bowl with banana slices if desired). Pour in remainder of pudding. Top with more banana slices and cookies.
Refrigerate at least one hour before serving, so the cookies become soft and chewy.