Preheat the oven to 350 degrees . Using a food processor, pulse the cookies and walnuts in 5-second intervals until crumbs just hold together when pinched. Transfer to a 9-inch pie plate and press evenly into the bottom and up the sides. Bake until golden, about 12 minutes. Let cool.
In a cup, stir together the gelatin and 1/4 cup cold water and let stand. In a medium bowl, beat the 2 whole eggs. In a medium saucepan, whisk together the milk, 1/3 cup granulated sugar, the cornstarch and salt and cook over medium heat, whisking, until just beginning to boil. Gradually whisk half of the hot milk mixture into the beaten eggs, then whisk that mixture into the remaining hot milk mixture in the saucepan. Cook over medium heat, stirring constantly, until thick enough to coat the back of a spoon, 1 to 2 minutes.
Divide the custard between 2 medium bowls; stir 2 teaspoons of the softened gelatin into 1 bowl, then stir in the bananas. Spoon the banana mixture evenly into the crust; refrigerate the pie. Stir the chopped white chocolate into the other bowl of custard along with the remaining gelatin; stir in the banana liqueur and vanilla.
Using an electric mixer, beat the egg whites at medium speed until foamy, about 2 minutes. With the machine on, sprinkle in the remaining 1/4 cup granulated sugar, then increase the speed to high and beat until just stiff and glossy. Fold one-third of the whipped egg whites into the white chocolate custard, then fold that mixture into the remaining egg whites. Scrape the mixture over the banana layer to fill the pie plate. Refrigerate until set, about 2 1/2 hours.
When ready to serve, whip the cream with the confectioners sugar until stiff. Spoon on top of the pie. Shave the remaining white chocolate on top and serve cold.