Preheat the oven to 180 C / Gas 4. Grease the sides of a 23cm springform cake tin. In a medium bowl, mix together the crushed biscuits, ground walnuts and melted butter. Press into the bottom of the prepared tin.
In a large bowl, stir cream cheese to soften. Mix together 225g sugar and flour; stir into the cream cheese until smooth. Stir in eggs, one at a time, mixing until well blended after each one. Stir in soured cream, mashed banana, banana liqueur and 1 1/2 teaspoons of vanilla. Pour over the base in the springform tin.
Cover the bottom of the outside of the cheesecake tin with aluminium foil to prevent water from the water bath from seeping in. Place springform tin inside a larger roasting tin. Place the whole thing into the preheated oven, and fill the outer tin with hot water.
Bake for 45 minutes in the preheated oven. After the time is up, turn the oven off, but leave door closed. Leave cheesecake in the unopened oven for 1 hour. Before removing from the water bath, run a knife around the outer edge of the cake to keep it from shrinking away from the centre and cracking. Let cool to room temperature, then refrigerate until chilled, at least 3 hours, or overnight.
In a small bowl, sprinkle the unflavoured gelatine over the cold water, and set aside to soften. Heat milk in a small saucepan over medium-low heat until hot but not boiling. Meanwhile, whisk together 5 tablespoons sugar and egg yolks until smooth and frothy. Whisk about 1/3 of the hot milk into the egg yolk mixture, then pour the yolk mixture into the pan with the remaining milk. Cook over low heat, stirring constantly with a spatula, making sure that the mixture does not burn on the bottom, until it is thick enough to coat the back of a metal spoon. Remove from the heat. Stir the softened gelatine into the hot pastry cream until dissolved, then stir in vanilla. Pour into a bowl, place a sheet of cling film directly on the surface, and refrigerate until cooled, about 1 hour.
When the pastry cream is cooled, whip double cream just past soft peaks. Stir pastry cream to soften, then fold in the whipped cream. Place vanilla shortbread on top of the cooled cheesecake, then spread the vanilla cream over the entire top. Chill until serving. Run a wet knife around the outer edge of the cake before removing the sides for a cleaner look.
You could try other biscuits in place of the vanilla shortbread, if desired. A few ideas are ginger nuts, digestives or even chocolate biscuits.