Heat 2 3/4 cups of the milk in a large saucepan over medium until hot but not boiling. Whisk the granulated sugar, cornstarch and salt in a large bowl. Whisk in the egg yolks and the remaining 1/4 cup milk. Whisk half of the hot milk into the egg mixture until smooth, and then gradually whisk the egg mixture into the heated milk. Cook over medium heat, whisking constantly, until the mixture boils and thickens, 4 to 6 minutes. Remove from the heat and whisk in the peanut butter until melted. Transfer to a bowl. Press plastic wrap directly onto the surface and chill until set, at least 4 hours.
Preheat the oven to 350 degrees F with a rack set on the middle shelf. Line a baking sheet with parchment paper.
Place the bacon on a cooling rack set over a baking sheet. Brush both sides of the bacon with the maple syrup. Bake until golden brown and slightly crispy, rotating the baking sheet halfway through, 20 to 25 minutes. Place on the lined baking sheet and cool completely. The bacon will continue to crisp as it cools. Break each piece of cooled bacon in half.
Whip the heavy cream and confectioners' sugar in a large mixing bowl with a hand mixer to soft to medium peaks. Refrigerate until ready to use.
To assemble, loosen the chilled pudding by whisking it until smooth and creamy. Spoon 1/4 cup of the pudding into the bottom of a 10- to 12-ounce glass. Layer in this order: 1/4 cup crushed waffle cookies, half of a sliced banana, 1/4 cup whipped cream, 1/4 cup pudding and a light sprinkle of additional crushed waffle cookies. Top each parfait with a dollop of the remaining whipped cream and 2 bacon halves.