Lightly whisk egg yolks in a large mixing bowl and and set aside.
In a bottom heavy medium pot, whisk together sugar and corn starch. Whisk in milk and set the heat to medium. Heat the mixture through to simmer, while slowly but constantly stirring. Simmer, while stirring, for a couple of minutes. Take off heat.
Very slowly, pour in hot milk mixture into the egg yolk mixture, 1/2 cup at a time and while whisking. Keep adding 1/2 cup at a time until you've added about 1/2 milk mixture to the yolks.
Pour the egg mixture back into the pot with milk mixture, whisk and put back over heat. Let it simmer, while stirring, for a couple of minutes.
Take off heat.
Stir in butter and vanilla extract until smooth.
Let the pudding cool to room temperature. I like to whisk the pudding once in a while until smooth, while it's cooking.
Transfer pudding into a bowl, cover with saran wrap, making sure the wrap touches the pudding so it doesn't crust. Refrigerate for a couple of hours.
Bananas Foster:
In a medium pan, melt butter over medium heat, add sugar and cinnamon and stir well. Add light rum and banana liquor, simmer for a few minutes, stirring often.
Add banana slices and simmer for about a minute, until bananas are softened.
Let bananas foster cool to about room temperature or just warm.
Once pudding is cooled, layer pudding and some bananas foster in your favorite pudding cups.
Depending on how big parfaits are, you can get 4-8 pudding cups from this recipe.