Mix egg, oil, and water thoroughly. Add brownie mix and combine until thoroughly moistened. Do not over mix. Bake per package instructions.
Combine pudding mix with milk. Mix for several minutes. Refrigerate.
In large clear bowl, (or you can use individual clear dessert glasses) cover the bottom with torn pieces of brownie. Top with pudding and sliced banana. Add whipped topping. Repeat 2-3 times, or until you get to the top of your dish. Garnish with chopped nuts, drizzle with chocolate sauce.