In a large bowl, add the cold milk, sweetened condensed milk and mix. The mixture will be slightly clumpy. That’s okay. Sprinkle vanilla pudding mixture over the top. Whisk together until smooth. This will take 2-3 minutes. I prefer a hand whisk not a hand mixer because it will get clumpy. Let it sit for 5-10 minutes to thicken up. While it sets, beat the heavy whipping cream.

In a bowl of a stand size mixer or with an electric hand held mixer, add the heavy cream and vanilla extract. Beat until stiff peaks form to make whipped cream. If you over beat it, add a dash more of cream and beat until stiff peak.

With a rubber spatula, gently fold in the whipped cream into the pudding mixture.

To assemble, reserve 5 oreo cookies for to garnish. You can use individual cups, a large casserole dish, or a trifle bowl. Start with a layer of pudding on the bottom, then add a neat layer of whole oreo cookies, followed by a layer of sliced bananas. Repeat until you run out of ingredients, aiming for 2–3 layers total. Finish with a final layer of pudding that fully covers everything, making sure to seal the edges so the cookies don't dry out.

Gently wrap with plastic wrap and allow it to sit in the fridge for at least 6 and up to 24 hours to soften up.

Crush the reserved Oreos into a mix of bigger pieces and fine crumbs and spread over the top. Garnish with more bananas.