In a large bowl, combine pudding with milk and rum and whisk to combine. Fold in chopped bananas.
Spoon or pour pudding mixture into shot glasses until they are half full. Add a layer of crushed Nilla Wafers in each shot glass, using ¼ cup total. Top with remaining pudding.
Garnish each pudding shot with a dollop of Cool Whip, a sprinkle of the remaining Nilla Wafers, and a slice of banana. Serve.
Recipe by 5* trending recipes with videos at https://food.theffeed.com/2019/01/26/banana-pudding-shots-2/