Combine the sugar, cornstarch, sea salt, coconut milk, almond milk, and turmeric (if using) in a large saucepan. Whisk well then turn the heat to medium high and bring to a simmer.
Simmer, stirring frequently, until the mixture thickens, about 2-3 minutes. Remove from heat and stir in the vanilla. Let cool completely.
To assemble, layer the cookies, pudding, sliced bananas, and whipped cream in individual jars or a baking dish. Refrigerate for one hour or until ready to serve.