Preheat oven to 350°F (175°C) and line a heavy baking sheet with parchment paper.
In a stand mixer fitted with the paddle attachment, cream the softened butter and granulated sugar for 3 minutes until pale and fluffy.
Add the egg and vanilla extract, beating until fully incorporated.
In a separate bowl, whisk together the flour, baking powder, and salt.
Gradually incorporate the dry ingredients into the butter mixture on low speed until a thick dough forms.
Portion the dough into 12 equal balls (approximately 3 ounces each) and place on the baking sheet, flattening slightly into thick disks.
Bake for 10 to 12 minutes until the edges are barely golden; the centers should remain soft.
Allow cookies to cool completely on the baking sheet before transferring to a wire rack.
In a medium bowl, whisk the instant banana pudding mix with cold milk for 2 minutes until thickened, then refrigerate for 10 minutes to set.
In a separate chilled bowl, whip the heavy cream and powdered sugar until stiff peaks form.
Gently fold half of the whipped cream into the chilled banana pudding until smooth.
Pipe or spoon the banana cream mixture onto the center of each cooled cookie.
Garnish each cookie with a dollop of the remaining whipped cream, one vanilla wafer, and a fresh banana slice.
Chill the cookies for at least 1 hour before serving to allow the base to firm.