Preheat the oven to 350 degrees F. Line baking sheets with parchment paper.
In a large bowl, combine the cookie mix and cocoa powder. Add the butter and egg, stirring until combined. Roll the dough into 1 1/2-inch balls. (You should have about 30.) Place on the lined baking sheets and flatten slightly. Bake until the edges of the cookies are crisp, 9 to 11 minutes. Let cool on the baking sheets for 2 minutes. Remove the cookies from the sheets and cool completely on wire racks.
Spread about 1 teaspoon Chocolate Peanut Butter Filling over the flat side of half the cookies. Add the banana slices if desired. Cover with the remaining cookies, flat side down. If using bananas, serve immediately.
In a small saucepan, combine the chocolate, peanut butter and heavy cream. Cook over low heat, stirring frequently, until the chocolate is melted and smooth. Let cool for 15 minutes.