Heat the milk over medium heat until warmed, but not boiling. Beat the yolks in a large bowl. Slowly whisk the warm milk into the yolks and add the vanilla. Whisk sugar, cornstarch, and salt together in heavy medium saucepan. Over medium heat, gradually whisk in the egg, milk, and vanilla mixture to the dry ingredients until custard thickens and you can see the tracks from the whisk in the bottom of the pan, about 6 minutes. Remove from heat. Transfer custard to large bowl and fold in bananas; cover bowl with plastic wrap and cool custard completely in refrigerator, about 1 1/2 hours.