Put the milk, cream and coffee beans in a pan and gently bring to the boil over a medium heat.
In a bowl, whisk together the egg yolks and sugar until thick and pale.
Take the milk off the heat and strain it through a sieve (to catch the beans) into the bowl with the eggs and sugar in, stirring continuously to combine. Pour the lot back into the pan and return to a gentle heat. Cook until the mixture reaches 82C.
Strain the mixture (to make sure no bits of over-cooked egg make it into the ice cream) into a bowl, then add the banana and bourbon and blend using a hand blender until completely smooth.
Chill and churn in an ice cream maker. Throw in the pecans last minute before putting into the freezer to fully set.