Preheat the oven to 375° F. Lightly spray a 8 x 8 or 9 x 9 ceramic baking dish with cooking spray; set aside.
Arrange the banana slices in a single layer on the bottom of the ceramic dish. Sprinkle half of the blueberries over the bananas, 1/4 tsp of the cinnamon, 1 tbsp of the honey and cover with foil. Bake 15 minutes, until the bananas get soft.
Meanwhile, in a medium bowl, combine the oats, half of nuts, baking powder, remaining cinnamon, and salt; stir together. In a separate bowl, whisk together the remaining honey, milk, egg, and vanilla extract.
Remove the bananas from the oven, then pour the oat mixture over the bananas and blueberries.
Pour the milk mixture over the oats, making sure to distribute the mixture as evenly as possible over the oats. Sprinkle the remaining blueberries and walnuts over the the top.
Bake the oatmeal for about 30 minutes, or until the top is golden brown and the oatmeal has set. Serve warm from the oven.