After the cashews have soaked, drain the water and transfer them to a blender. Add the bananas, milk, maple syrup, coconut oil and vanilla extract. Blend on high for about 30 seconds, until it is smooth and there are no clumps. You may have to scrape the sides with a spoon if it doesn't come together on its own.
Transfer the banana pudding to a container and place it in the fridge to chill for at least an hour, preferably several hours. It thickens a bit as it cools. Note: because there are fresh bananas in the pudding, the top layer of the pudding may turn brown while it is in the fridge. When you are ready to serve, just scrape off the top thin layer of brown and discard.
When you are ready to serve, put about 8 of the shortbread cookies in a ziploc bag. Seal it and then crush the cookies by hitting them with a wooden spoon, until you have crumbles.
To assemble the pudding, take a small spoonful of the crumbs and layer it in the bottom of a jar or glass. Next, layer a few tablespoons of the banana pudding, and continue for 2-3 more layers. Garnish with a cookie and some banana slices.