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1
Preheat the oven to 350u00b0F (175u00b0C). On a foil-lined baking sheet, cook the bacon until it is super crispy, but not burnt. Remove it from the oven (keep the oven on), and drain the bacon on paper towels. When the bacon is cool enough to handle, process it in a food processor with the cookies until you've got fine crumbs. Mix the crumbs with the fat until the crumbs are the consistency of wet sand. Press them firmly into a 9-inch (23-cm) pie plate and chill the crust until firm. Bake the crust for about 10 minutes. Allow it to cool completely.
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2
Prepare an ice bath. In a small bowl, whisk the egg yolks lightly. In a large saucepan over medium heat, whisk together the milk, granulated sugar, cornstarch, and salt. Bring the mixture to a simmer but do not let it boil, whisking constantly for 4 minutes.
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3
Temper the egg yolks by whisking them constantly as you ladle in a thin stream of the hot milk mixture. Add another ladleful of milk, whisking constantly, then pour the egg mixture back into the saucepan of hot milk as you whisk. Cook it over medium-high heat, whisking steadily, until the custard is thick and you see small bubbles breaking the surface, about 3 minutes. Remove it from the heat, whisk in the vanilla, and set the pan in the ice bath. Stir it occasionally with a spatula until fully cooled. (This can be made ahead and refrigerated for up to 1 day, covered tightly with plastic wrap. Make sure the plastic touches the surface of the custard, to prevent a skin from forming.)
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4
To assemble the pie, slice the bananas lengthwise or in circles, whichever you prefer, and arrange a layer of them in the bottom of your pie crust. Cover them with a layer of pudding, then repeat with the remaining banana slices and pudding.
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5
In a stand mixer, with a hand mixer, or by hand with a whisk, whip the cream, powdered sugar, peanut butter, and vanilla until stiff peaks form. Pile the whipped cream onto the pie filling and top it with the chopped nuts, if desired.
