Warm the whole milk until it's just barely warm to the touch, then stir in the active dry yeast. Let it sit for 5 to 10 minutes until it's foamy and bubbly on top.
In the bowl of your stand mixer, combine the activated yeast mixture, light brown sugar, egg, vanilla, and mashed bananas. Whisk together until well combined.
Add in the bread flour, cinnamon, and kosher salt and mix with the dough hook for 5 minutes.
With the mixer running on low, add the cubed butter one tablespoon at a time, letting each tablespoon fully incorporate before adding the next. Knead for another 5 minutes until the dough is smooth and elastic.
Cover the dough and let it rise in a warm spot for 1 hour, or until doubled in size.
While the dough rises, make the custard. Beat the cream cheese until completely smooth, then add the vanilla and heavy cream and beat for 1 minute. Slowly add in the powdered sugar and beat until silky and pipeable. Transfer to a piping bag.
Make the crumble by mixing together the melted butter, flour, brown sugar, and cinnamon until crumbly. Set aside.
Toss the sliced bananas with 1 tablespoon of brown sugar and set aside.
Once the dough has risen, divide it into 6 equal portions and shape into round buns. Place on a parchment-lined baking sheet.
Use a 1 cup measuring cup (or your hands) to press a deep well into the center of each bun.
Brush the edges of each bun with egg wash.
Pipe or scoop the cream cheese custard equally into the well of each bun.
Drizzle a little salted caramel over the custard, then top with the sugared banana slices.
Spoon the cinnamon crumble around the side of each bun, leaving the custard center exposed.
Bake at 375°F for 20 to 25 minutes, until the buns are slightly golden on the edges and outside.
Let the buns cool for 20 minutes, then drizzle with additional salted caramel before serving.