You can assemble the pudding layers about a day before serving, especially if you prefer the softer cookie texture. However you can make the pudding and cream cheese filling about three days in advance, then layer the fresh bananas and cookies together just before serving. To keep bananas from browning, especially when making ahead of time, lightly brush lemon juice on the banana slices. Try not to use too much though, as you don't want to change the flavor of the pudding.