In a large bowl, combine cake mix, butter, eggs; beat until combined (about 2 minutes).
Add/mix in nuts.
Press half of the cake mixture into bottom of prepared baking pan with hands or back of a slightly wet spoon (the mixture will be thick and fairly sticky, so the best way is to keep your hands slightly wet); reserve the remaining mixture for topping.
To make filling: in a double boiler or microwave, melt the marshmallows, stirring constantly until smooth.
Add in the dry pudding mix and mashed bananas to the melted marshmallows; mix to combine.
Spread/pour evenly over the cake batter in the pan.
Crumble remaining cake batter over filling with wet hands (doesn't have to cover completely).
Bake for 25-30 minutes, or until the top dough is golden brown.