Mix wafer crumbs, nuts and butter; press onto bottom and up side of 9-inch pie plate.
Bake 5 min.; cool.
Microwave chocolate, 1 cup marshmallows and 1/2 cup milk in microwaveable bowl on HIGH 2 min.; stir until chocolate is completely melted.
Pour into crust; refrigerate until ready to use.
Meanwhile, cook pudding mix in saucepan as directed on package for pudding, using remaining milk.
Pour into large bowl; place plastic wrap directly on surface of pudding. Refrigerate 30 min. or until cooled.
Add COOL WHIP and remaining marshmallows to pudding; mix lightly. Arrange bananas evenly over chocolate layer in pie; cover with pudding mixture. Refrigerate several hours or until chilled.