In a small bowl, bloom together the gelatin and the 2 Tbsp cold water and set aside for at least 5 minutes.
In a medium bowl, whisk together the egg, egg yolks, sugar, and cornstarch until no lumps remain. Set aside.
In a heavy-bottomed saucepan, heat the milk on medium low until simmering. If you're using a vanilla bean, heat the scraped seeds and pod with the milk now, if you're using vanilla extract, we'll add it later.
Slowly, while whisking constantly, drizzle some of the heated milk into the egg mixture. This tempers the eggs so that they won't spontaneously cook when we add them to the hot milk. Once about ⅓ of the milk has been added and the egg mixture is warm to the touch, pour all of the egg/ milk mixture back into the saucepan with the rest of the milk and bring to a boil on medium heat.
Once the mixture starts to boil, continue to cook, whisking constantly for 3 minutes, until the custard is thickened. Remove from the heat and stir in the bloomed gelatin and vanilla extract (if using) until the gelatin is fully dissolved.
Strain the custard through a sieve into a bowl and cover with plastic wrap to cool to at least room temperature.
Once cooled, fold in the softly whipped cream and sliced bananas, then pour the filling into your prepared crust. Press a piece of plastic wrap directly to the surface of the pudding and refrigerate for at least 2 hours, or until set.