In large bowl, beat pudding mix and milk with wire whisk about 2 minutes or until well blended. Let stand 5 minutes or until thickened. Stir in condensed milk. Fold in 1 1/2 cups of the whipped topping.
Reserve 15 cookies for garnish; crush remaining cookies. Divide crushed cookies evenly among 15 lowball glasses or glass dessert dishes. Layer evenly with 3 of the sliced bananas and the pudding mixture. Just before serving, top each parfait with remaining whipped topping. Garnish with remaining sliced banana, reserved whole cookies and the chocolate shavings.