Add the shortbread, salt and nutmeg to the bowl of a food processor and process in long pulses until finely ground and beginning to stick to the sides. Add the vanilla and the 4 tbsp of the melted butter. Pulse until all the shortbread crumbs are moistened and if you squeeze it between your fingers, it sticks together. Add as much more of the butter as you need.
Divide the crumbs between six mini tart pans. Press evenly into the bottom and up the sides of each pan. Freeze the pie shells for at least one hour.
MAKE THE FILLING:
Place the chocolate in a small bowl and set aside.
In a heavy saucepan, whisk together the cornstarch, sugar, and salt. Slowly whisk in the milk and then the egg yolks. Cook over medium-high heat until the custard boils and is very thick, about 5 minutes.
Remove from the heat and stir in vanilla. Measure out ½ cup of the hot custard and add to the bowl of chocolate; let sit for a minute or two to melt the chocolate.
Whisk the 2 tbsb. butter into the custard in the saucepan. Stir in the rum and transfer the rum custard to a heatproof bowl. Refrigerate until well chilled, about 2-3 hours.
Stir the chocolate custard until all the chocolate is melted and smooth. If the chocolate hasn’t melted after a few minutes, heat it in the microwave for 15-20 seconds. Stir in 1½ tbsp. cream. Remove the pie shells from the freezer, divide the chocolate custard between the 6 shells and spread across the bottom. Refrigerate the shells until ready to assemble.
Cut the bananas into ¼-inch thick slices and distribute over the chocolate custard in each of the tarts. Spoon the rum custard over the bananas, smoothing the top.
Whip 1 1/2 cups cream with the powdered sugar and vanilla until it forms soft peaks, Spread on top of the rum custard. Drizzle with chocolate sauce if desired and refrigerate until ready to serve, up to 1 day.