For the banana tiramisu, prepare the pudding according to instructions. Let cool and stir the cup of mascarpone into the pudding while it is still lukewarm with a whisk.
Add the vanilla sugar. Whip the cream and fold the whipped cream into the pudding-mascarpone mixture. In a shallow dish, starting with the pudding mixture, alternate the mixture, then the biscuits dipped in cocoa with milk and the sliced bananas.
Finish with the mascarpone mixture and sprinkle with cocoa. Leave the banana tiramisu to cool for 2 hours.