Preheat oven to 350 F. Line insulated baking sheets with parchment paper or silicone baking mats.
Whisk together flour, baking soda, salt, nutmeg, cinnamon, and banana pudding mix powder. Set aside.
Cream together sugar and shortening. Beat in both extracts, egg, and milk.
Stir in the flour mixture.
Stir in mashed bananas and oats.
Stir in white chocolate chips and pecans.
Use a cookie scoop to portion out cookie balls onto baking sheets, placing them an inch apart. If you don't have a cookie scoop, measure out a heaping tablespoon for each cookie.
Bake for 12-15 minutes or until lightly browned.
Remove to cooling racks and allow to cool completely.
These cookies can be kept in an airtight container at room temperature for 3 days. To keep longer, store in the refrigerator for a week. These cookies can also be frozen for up to 3 months.