Whisk sugar, corn starch, and salt in a medium saucepan to integrate.
Add coconut and almond milks, turn heat to medium, and whisk vigorously to remove any clumps.
Bring to a boil, whisking constantly, then reduce heat to a simmer and continue whisking as the pudding thickens, 10-20 minutes. It's done when it looks a bit jiggly, and when you can drizzle a ribbon over the top and see it remain a bit distinct.
Stir in vanilla and let cool while you slice the bananas.
Transfer pudding to a bowl and fold in banana slices, ensuring they're fully submerged to prevent browning.
Cover bowl and place in fridge to chill completely.