Heat oven to 350 degrees F. Coat two 9-inch round cake pans with nonstick cooking spray.
Mash 1 banana in a bowl. Add cake mix, eggs, water and vegetable oil. Beat on low speed until blended; then beat on medium-high speed for 2 to 3 minutes, scraping down sides of bowl, if necessary. Fold in nuts. Scrape batter into prepared pans. Sprinkle chocolate pieces evenly over top of each cake.
Bake in 350 degree F oven for 32 to 35 minutes or until a wooden pick inserted in the centers of the cakes comes out clean. Cool the cakes in the pans on a wire rack for about 10 minutes. Carefully invert the cakes onto racks to cool completely. Remove the pans.
Prepare pudding mix in a medium-size bowl with milk, following the package directions. Trim top of each cake layer evenly; slice each layer in half horizontally for a total of 4 layers. Thinly slice remaining 3 bananas. Place 1 cake layer on cake stand. Spread top of the layer evenly with a third of the pudding mixture. Arrange 1 sliced banana over the pudding. Top with the second cake layer. Continue layering with pudding, banana slices and cake. Top with final cake layer.
Beat together the heavy cream, confectioners sugar and cocoa powder in a bowl until well blended and peaks form. Spread the whipped cream mixture evenly over the top of the cake. Garnish with banana slices or chocolate curls, if desired.