Add sugar to the egg yolks and mix well with a mixer. Add rum while mixing.
Whip the sweet cream separately and slowly mix it into the first mixture to get a cream.
Cut the bananas into rings. Squeeze the lemon and soak the banana rings in its juice.
Chop the walnuts into the smallest possible pieces.
Take a larger container and place one layer of baby biscuits in it, covering the bottom of the container. Pour milk over the cookies to moisten them a little. Put a layer of the resulting cream on them, then the banana rings and finally sprinkle some pieces of walnuts.
Add two more layers of ingredients in the same way.
Place the resulting diplomatic pudding in the refrigerator until ready to serve.