Cover and refrigerate for 2-3 hours or overnight, or up to two days ahead of serving. Make sure to allow the pudding enough time to set up.
In a large bowl, or the bowl of a stand mixer, whip the heavy cream in a clean bowl for a few minutes (this takes about 3-4 mintues in a stand mixer) on high until the cream is stiff. Reduce speed on mixer and add 3 tabelspoons of unsweeteend cocoa. Mix again on lower speed until blended well.
To assemble dessert, use a large glass bowl, trifle bowl, 9x13 pan or (10-20) 4-8 oz cups. If making in small individual containers, I like to use a 1/4 cup measure and place pudding in the bottom of the bowl or cup first, then layer sliced bananas and a layer of cookies, both the Nilla Wafers and Oreo Thins. Repeat and end with a little pudding mixture on top. Cover and let chill for 4-8 hours.