In a large bowl, stir together the oats, sugar, nuts, baking powder, salt, cinnamon, and nutmeg. Set aside. In a smaller bowl, stir together the milk, egg, vanilla extract, and melted butter (cooled so it's not piping hot). Then stir the liquid ingredients into the dry ingredients and stir until combined.
Pour the batter over the sliced round pieces, then add the top banana pieces. Cover and refrigerate overnight.