In 2-quart saucepan, stir pudding mix and half-and-half. Cook over medium heat, stirring constantly, until thickened. Stir in vanilla. Remove from heat; pour into medium bowl. Cover; refrigerate about 1 hour or until chilled.
Spoon pudding into 1-gallon resealable food-storage plastic bag; seal bag. Spoon whipped topping into 1-quart resealable food-storage plastic bag; seal bag. Cut 1/8-inch opening diagonally across bottom corner of each bag.
In bottom of each of the 24 (2-oz) shot glasses, place 1 cookie. In each glass, pipe about 2 teaspoons pudding over cookie. Top with 1 banana slice. Pipe about 2 teaspoons whipped topping over banana.
Nutritional Information Per Serving (1 shot):
Calories 77; Total Fat 4 g (Saturated Fat 2g); Sodium 48 mg; Total Carbohydrate 10g (Dietary Fiber 0g); Protein 1 g