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. Make a layer of crushed Nillas in each shot glass, using ¼ cup of the crushed wafers. Top with remaining pudding.
Garnish pudding shots with a dollop of cool whip, a sprinkle of the remaining Nilla wafers, and a slice of banana. Serve.
Recipe by Cooking TV Recipes at https://cookingtv-channel.com/banana-pudding-shots/