To make the custard, combine the egg yolks, and sugar and whisk until thickened. Add the cornflour dissolved in a little cold water and mix well. In a saucepan over a medium heat, warm the milk and cream then add the vanilla extract and nutmeg. Remove from the heat and slowly add to the egg yolk mixture, whisking constantly. Return the custard to the saucepan and cook and stir continuously over a medium heat for about 10 minutes. Cool slightly.
Arrange the bananas in the base of a glass dish then pour over the cooled custard. Sprinkle a pinch of cinnamon on the top then chill in the fridge for 2 hours.