Preheat oven to 350 degrees F.
Place bananas on a jelly roll pan, lined with parchment or foil. Bake at 350* for 20 minutes. Remove 3 bananas and allow to cool completely. Peel and cut into 1/2 inch slices. Set aside. Continue baking the remaining 2 bananas for an additional 20 minutes. Peel and mash remaining bananas in a small bowl with a fork.
Combine milk and 1/3 cup sugar in a saucepan over medium-high heat. Bring to a simmer, but do not boil.
Combine remaining 1/3 cup sugar, cornstarch, salt and eggs in a medium bowl; stir well with a whisk.
Gradually add hot milk to sugar mixture, stirring constantly with a whisk. Return milk mixture to pan. Cook over medium heat until thick and bubbly (about 3 minutes), stirring constantly. Remove from heat. Add mashed bananas, butter, and vanilla, stirring until butter is melts. Place pan in a large, ice-filled bowl for 15 minutes or until mixture comes to room temperature.
While pudding cools, in a bowl fitted with a wire whip, whip cream until it forms soft peaks. Set aside.
Fold in half of whipped cream into pudding. Chill until ready to assemble parfaits.
In a saute pan over a medium heat, heat pecans and 2 Tablespoons of sugar, shaking and stirring pan constantly until pecans have caramelized and sugar is golden brown. Turn pecans out onto a sheet pan to cool. When cool, coarsely chop pecans.
To assemble parfaits, fill 8-10 small dishes or glasses with 1/2 pudding mixture. Top pudding mixture with sliced bananas, dividing between dishes. Sprinkle 1 Tablespoon chopped, candied pecans over bananas. Top parfaits with remaining pudding and chopped pecans. Finish with a dollop of the remaining whipped cream. Refrigerate until ready to serve.