Blend the bananas and eggs until they are smooth, add the milk, caster sugar and vanilla essence then pour into a saucepan and simmer over a gentle heat stirring constantly until the custard thickens. Add some arrowroot to help the custard thicken. Spread the custard out onto a tray and allow to cool.
Cut the pastry sheets in half, prick with a fork then bake at 180C for 10 minutes.
Layer the pastry and custard together then repeat with more layers, sprinkle with icing sugar. Refrigerate for an hour then slice and serve.