Crush the cookies. Use a rolling pin or a food processor. Stir in the melted butter and salt.
Reserve about two tablespoonfuls of the cookie mixture. Press the rest into the bottom of two to three glasses. Set aside.
Lightly beat the egg yolks and sugar in a bowl.
Divide the milk into two portions. Stir the corn starch into one portion of the milk. In a pan, heat the second portion just until bubbly.
Pour the hot milk very slowly into the egg yolks, stirring as you pour. You’re tempering the egg yolks so they won’t curdle during cooking. Stir in the milk-starch mixture as well.
Pour the egg-milk-starch mixture back into pan. Cook over medium heat until thickened. Taste to make sure that no starchy (powdery) sensation hits the tongue before you stop cooking.
Divide the pudding among the prepared cookie-lined glasses. You should have enough for two to three, depending on the size of your glasses. Chill the pudding for a couple of hours.
To serve, drizzle two to three tablespoonfuls of the caramel sauce over the pudding. Top with a dollop of whipped cream. Sprinkle with the reserved cookie crumbs.