1. Arrange bread cubes evenly in a buttered 9-inch square baking pan. Arrange banana slices over bread cubes, then sprinkle with chocolate and nuts. Drizzle caramel sauce evenly over top.
2. In a blender, whirl milk, eggs, cream cheese, and cinnamon until smooth. Pour over bread cubes. Let stand at room temperature 15 minutes.
3. Bake in a 325° regular or convection oven until top is set, 50 minutes to 1 hour. Let stand at least 10 minutes after removing from oven, then serve warm.