1. Start by preparing the pudding. In a large mixing bowl, whisk together the milk and vanilla pudding mix until well combined. Set aside to thicken.
2. In another bowl, beat the heavy whipping cream, sugar, and vanilla extract until soft peaks form. Gently fold this whipped cream into the pudding mixture to create a luscious, airy texture.
3. In a serving dish, start layering. Begin with a layer of Biscoff cookies, followed by a layer of banana slices, then a layer of the pudding mixture. Repeat the layers until all ingredients are used, finishing with a layer of pudding.
4. Chill the pudding in the refrigerator for at least 2 hours to allow the flavors to meld and the cookies to soften.
5. Before serving, drizzle the caramel sauce generously over the top. For an extra touch, you might add a few crushed Biscoff cookies for crunch.

Remember, this dessert is forgiving. If you’re in a rush, you can skip the chilling step, but letting it rest really enhances the flavors.