Combine egg yolk, almond flour, oat milk, and honey, and mix well. (If you have vanilla extract, add 3-4 drops.)
Simmer slowly over medium-low heat. (Wait until it gradually thickens without boiling vigorously.)
Let it cool in the refrigerator for about 30 minutes.
Add Greek yogurt to the cooled mixture and mix well, then fold in sliced banana and egg biscuits.
Let it set in the refrigerator for 1-2 hours before serving.