Fill a large pot with a few inches of water and bring to a boil. In a large heatproof bowl, whisk together the coconut milk, egg yolks, maple syrup, cornstarch, and salt until smooth.
Divide the bananas between 8 glasses or ramekins. You can also use a 2 quart casserole dish for 1 big pudding.
Place the bowl over simmering water—it should fit snuggly to lock in the steam, and not be actually touching the water. If the bowl is making contact, choose a smaller pot or pour out some of the water. Cook the egg mixture over medium heat, whisking constantly, until thick, just shy of pudding texture, 10 minutes. Adjust the heat as needed – you should start to see progress around minute 5.
Pour the pudding mixture over bananas. Cover with plastic, and refrigerate until cool, at least 1 hour or overnight.
Meanwhile, make the compote: heat the coconut oil in a large non-stick skillet. Add the maple syrup and bananas. Cook, stirring occasionally over high heat until the bananas begin to caramelize, 3 minutes. Carefully pour in the rum and salt. Cook until the alcohol has burned off and the bananas are golden brown and soft, 2 minutes.
Top the pudding cups with the hot compote and garnish with granola, if using.