Slice the Madeira cake into 2-3cm slices and line the bottom of a round or square ceramic baking dish.
Peel and slice the bananas in half and place them into a pot large enough so that they form a single layer. Pour over the milk and Baileys cream and place over a gentle heat to poach for 10 minutes to lightly soften the bananas and to infuse the flavours.
Remove the bananas carefully from the milk and place on top of the Madeira cake. Spoon over half the poaching liquid. Then drizzle with the chocolate.
Combine the egg yolks with the sugar and the remaining Baileys and milk mixture along with the coffee. Over a gently simmering pot of water whisk the egg mixture continuously until thick, light and fluffy.
Pour the fluffy egg mixture over the top of the banana and sponge base. Place this in a medium hot oven and bake until brown on top.