It has nothing to do with Scotland, though doubtless popular there. The traditional Scottish pudding, as McGrath has mentioned, is the deep-fried Mars bar, which bears the same relation to ordinary puddings as the warpipes doto musical instruments.
I'm not an expert, but I have heard it said the banoffi(original spelling) pie was the creation of a New Zealand chef at the Hungry Monk, a restaurant in Polegate (near Eastbourne, Sussex, England). The trick of it is the slow boiling of the unopened cans of condensed milk...a bit more than 2 hours I would think (compared to the previously quoted recipe).A useful tip I was told is once the condensed milk has been boiled to toffee like that it stays that way, so you can do a few cans at a time and keep them. Because once you've tried one you'll certainly want some more.
For those who don't like this sort of thing,I am sure there are lots of jolly nice recipes for things made out of bean sprouts and textured soya protein which do you very nearly as much good. .