In a small bowl, stir together the yogurt and vanilla pudding. Set aside.
Heat a dry skillet over medium heat. Measure in the oats, and toast for about 1 minute, until hot. Drizzle honey over the oats, and continue to stir over medium heat until the oats are crispy at the edges.
Remove the oats from the heat, and spoon most of them into the bottom of 4 glasses or small bowls. Reserve the rest for topping. Using about half of the banana slices, place a layer of sliced bananas over the oats in each glass or bowl. Pour custard over the banana slices. Top with the rest of the banana slices, and sprinkle with the rest of the toasted oats.