In a large bowl, whisk cold milk and pudding mix until thickened.
In a separate bowl, whip heavy cream with powdered sugar and vanilla until soft peaks form.
Fold whipped cream into pudding until smooth.
Spread a layer of pudding mixture in the bottom of your dish.
Add a layer of Biscoff cookies, then banana slices.
Drizzle with some melted Biscoff spread.
Repeat layers until you run out of ingredients, finishing with pudding and a drizzle of Biscoff spread.
Chill in the refrigerator for at least 2 hours before serving.