Combine the milk and vanilla bean in a small saucepan and bring just to a boil over medium heat. Immediately turn off the heat and set aside to infuse for 10 minutes.
Whisk the egg yolks and granulated sugar together until light and fluffy. Add the cornstarch and whisk vigorously until no lumps remain. Whisk in 1/4 cup of the hot milk mixture until incorporated. Whisk in the remaining hot milk mixture, reserving the empty saucepan.
Pour the mixture through a strainer back into the saucepan. Cook over medium-high heat, whisking constantly, until thickened and slowly boiling. Remove from the heat and stir in the butter.
Stir in the banana slices and pour into dessert cups and chill, covered if you don't want a skin, uncovered if skin is your thing.
Whip the cream with the sugar and cocoa powder until stiff. Keep chilled until ready to serve. Cut banana leaves in long triangles and stick it at the back of the pudding for decoration. Top pudding with a dollop of cocoa whipped cream.