Add 8 oz of room temperature cream cheese to a medium mixing bowl and whisk using a wire whisk until soft.
Add 1 large egg, ½ teaspoon vanilla extract, and 1 tablespoon confectioner’s sugar to the bowl and whisk well to combine. Set this mixture aside.
In another medium-sized mixing bowl, add 16.5 oz banana cake mix, the remaining 2 eggs, ½ cup chopped walnuts, and ¼ cup of vegetable oil.
Add ½ cup milk and whisk well to combine.
Pour the cake mix batter into a greased 10×9 inch baking dish and spread it evenly.
Spread the cream cheese mixture over the brownie batter. Use a skewer to pass through and make swirls.
Preheat the oven to 350°F. Keep the tray in the middle rack of the oven and bake for 15 minutes. Pull out the tray and arrange the vanilla wafers over the brownie.
Bake for another 10-12 minutes. The center will still be a little soft when you take it out. Place the dish on a cooling rack to cool completely. Then refrigerate before cutting into pieces.