Combine milk, cream and vanilla. Bring to a boil, remove from heat and pour over dried and cut fresh bananas. Allow the mixture to steep for a minimum of 1 hour or overnight.
Strain off bananas, reserving milk mixture. In a heavy-bottomed sauce pot, place banana milk, sugar and salt. Bring to a simmer and temper in egg yolks.
Cook until pudding thickens, being careful not to overcook or scramble.
Cool immediately and store in refrigerator for up to four days.