Peel the bananas and mash them with a fork in a bowl until smooth.
Whisk the egg yolks with the sugar and vanilla sugar until light and fluffy. Add the milk and continue whisking until well combined.
In a small saucepan, heat the heavy cream over medium heat, but do not boil. Add the cinnamon and stir until smooth.
Over low heat, gradually add the mashed bananas to the cream, stirring constantly. Remove from heat and let it cool slightly.
Pour the banana-cream mixture into the egg yolk mixture and mix thoroughly.
Pour the mixture into an airtight container and refrigerate for 4-5 hours, or until the parfait is set.
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