Peel the bananas and cut them into small pieces. Set aside in a bowl.
In another bowl, whisk the egg yolks and powdered sugar until you have a light and fluffy cream.
In a small saucepan, heat the water over medium heat. When it starts to boil, add the banana pieces and cook for 5-6 minutes, until the fruit softens and the liquid thickens slightly.
Strain the cooked banana puree to remove any seeds. Then, slowly pour the thickened liquid into the egg yolk mixture while continuously whisking. Next, place the bowl over a double boiler and stir constantly until the mixture thickens slightly.
In a separate bowl, whip the heavy cream until stiff peaks form. It's important that the cream is cold for easier whipping.
Gently fold the whipped cream into the egg yolk-banana mixture. Using a spatula, be careful not to deflate the cream and maintain a light texture.
Pour the mixture into a bowl or silicone mold and place it in the freezer. Freeze for a minimum of 4-6 hours, but the flavors will meld together even better if you let it rest overnight.
5 minutes before serving, remove the parfait mold from the freezer to make it easier to slice. Use a knife dipped in warm water to easily cut through the parfait.
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