Take the walnuts and put them in a large skillet and toast on med heat till they brown a little. Then add 2 tablespoons of butter,stirring to coat nuts. Then add 1/2 cup brown sugar and cocoa powder stirring again to caramelize sugar and coat nuts. Then spread nuts over cookie sheet with wax paper and cool.
Bread pudding: Preheat oven to 200°F.
Cube bread into equal size cubes and spread onto cookie sheet and bake until dry and crisp(not brown) about 10-15 minutes then bump up temperature to 350°F Then peel and cut bananas in bite size pieces and sauté in large non-stick pan with 2 tablespoons butter and 1/2 cup brown sugar and 2 tablespoons bourbon till bananas are well caramelized and bourbon cooked off. Put 3 cups heavy cream in sauce pan with vanilla bean (split and scraped) and simmer over medium heat till bubbles form around rim of pan (do not boil) then remove from heat.
Whisk the eggs together with the 1/2 cup sugar until it is well incorporated. Then temper the egg with the warm cream adding small amounts at first until the egg and cream come together and egg warms up,then remaining cream can be added and vanilla bean removed finishing the custard. Now take dried cubes of bread add to custard and allow them to soak up most of custard.
Now take the custard soaked bread, caramelized nuts, and bananas and layer them into large casserole dish( bread then bananas then nuts, repeat) Then put into water bath. Put into preheated oven for about 30-45 minutes till custard looks set wiggles as one mass not sloshy. You can add a little brown sugar to top to crisp and caramelize it.
Bourbon Brown Sugar Carmel Sauce: Add remaining brown sugar, butter and bourbon to a large non-stick skillet and allow to cook for 10-15 minutes on medium heat. The ingredients should be combined and bourbon cooked off and it may look granular. Now remove from heat and stir in remaining cream slowly being careful not to splash. Once cream is incorporated return to med-low heat and allow to simmer another 5-10 minutes stirring occasionally. Once cooled store and add to top of pudding or ice cream.