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Special equipment: 3-quart trifle dish
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Heat 4 cups of the milk in a large saucepan over medium heat until steaming.
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Whisk the sugar, cornstarch and 1/2 teaspoon salt together in a large bowl; whisk in the egg yolks and the remaining 1/2 cup milk.
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Whisk half of the hot milk into the egg mixture until smooth, and then gradually whisk the egg mixture back into the pan.
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Cook over medium heat, whisking constantly, until the mixture boils.
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Once it boils, continue to whisk over medium heat until it has thickened to a pudding-like consistency, 3 to 4 minutes.
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Remove from the heat and whisk in the mascarpone cheese until melted.
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Transfer to a bowl or baking dish (a 9- by 13-inch baking dish will speed up the cooling process) and cool slightly, stirring a few times to prevent a skin from forming.
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Place a piece of plastic wrap directly on top of the pudding and refrigerate until completely cooled and thickened, about 2 hours.
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To assemble, loosen the chilled pudding by whisking it vigorously until smooth and creamy.
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Stir the espresso and coffee liqueur together in a small bowl.
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Dip some vanilla wafers in the espresso mixture, soaking completely for a couple of seconds.
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Stand the soaked cookies around the bottom of a 3-quart trifle dish to make a decorative ring.
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Dip more vanilla wafers and stack two layers of soaked cookies on the bottom of the dish within the ring of standing cookies.
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Spoon 2 cups of pudding on top of the cookies.
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Smooth the pudding to the edge of the dish with a small spatula.
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Layer half of the banana slices evenly over the pudding.
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Repeat with two more layers of soaked cookies, 2 cups of pudding and the remaining bananas.
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Top with the remaining cookies and then the remaining pudding.
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Place a piece of plastic wrap directly on top of the pudding.
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Refrigerate for at least 4 hours or up to overnight.
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Lightly dust with unsweetened cocoa powder just before serving.
