For the custard layer: Combine the egg yolks, sugar and cornstarch in a bowl and whisk until combined. Set aside.
Combine the whole milk and vanilla extract in a saucepan and place over medium-high heat. Cook until the milk is steaming but not boiling. Add the egg mixture and whisk to combine. Cook, whisking constantly, until the mixture thickens. Remove the custard to a large bowl. Cover the surface of the custard with plastic wrap and refrigerate until well chilled, about 1 1/2 hours.
For the whipped cream layer: Whip the heavy cream in the bowl of an electric mixer until stiff peaks form. Refrigerate until ready to use.
For the "beef" layer: Pulse the cookies in the bowl of a food processor until they form coarse clumps of crumbs. Place the crumbs in a bowl and stir in the shaved coconut and candy pieces.
For the assembly: Line the bottom edge of a 4-quart trifle dish with a single upright row of ladyfingers. Line the bottom of the dish with more ladyfingers; lay them down flat so they overlap and cover the bottom completely.
Stir the raspberry jam until loosened and pourable. Spoon the jam over the ladyfingers, covering them completely. Pour half of the cooled custard over the jam layer and spread it to the edges of the dish. Add an even layer of fresh raspberries on top of the custard. Arrange a layer of ladyfingers (8 to 10) over the raspberries.
Spoon the cookie crumb "beef" layer over the ladyfingers and spread to the edges of the dish. Spoon the remaining custard over the cookie crumbs using an offset spatula. Top the custard with a single layer of bananas. Cover the bananas with the whipped cream and swirl decoratively using an offset spatula. Refrigerate the trifle for 1 1/2 hours. Serve chilled.