In a food processor, add shortbread cookies and pecans. Pulse until fine crumbs. Add the sugar and butter and mix until incorporated. Press firmly into a greased pie dish. Refrigerate while you make the next layer.

Melt the caramel and heavy cream in a microwave safe bowl stirring after every 30 seconds until smooth and melted. Pour over shortbread crust and refrigerate to set.

To make the banana pecan layer: In a large bowl, beat the milk and the pudding together until it starts to thicken. In another medium bowl, add the cream cheese and condensed milk and beat until smooth. Fold into the banana pudding. Fold the bananas and chopped pecans into the mixture until incorporated and spread evenly on top of the caramel layer. Chill the pie for at least 3 hours or until set. Garnish with chopped pecans and bananas if desired.