Combine milk, 1/2 the sugar and butter and bring to a boil. Mix the eggs, yolks, remaining sugar, cornstarch and vanilla. Mix until smooth. Temper the egg mixture with the hot milk, slowly adding while whisking. Pour the tempered eggs slowly into the hot milk. Whisk vigorously. Turn the heat on high and continue to whisk until mixture thickens. Keep mixing the cream until it cools completely.
Whip the heavy cream to soft peaks and fold into the base mix. Fill the Oreo shells with the filling and refrigerate. Fold in chopped bananas and crumbled Oreos.