You'll need:

2 1/2 cups milk
12 Ladyfingers
1/3 cup sugar
1 package pudding mix
1 banana

For decorating:

whipped cream
cocoa

Here's how:

Dunk the Ladyfingers in a 1/2 of milk for a short time, place them in plastic wrap and refrigerate for four hours.
Heat 2 1/4 cups of milk, add sugar and pudding mix, and cook the pudding according to the instructions on the package.
When the pudding has cooled, spread it onto the Ladyfingers. Peel the banana and place it under the bottom third of the the Ladyfingers. Now roll it up carefully in the plastic wrap and refrigerate for one more hour.
Remove the roll from the plastic wrap and decorate with whipped cream and cocoa.