Preheat the oven to 400 degrees F. Arrange the bacon slices side by side on a parchment-lined baking sheet; bake until crisp, 15 to 18 minutes. Drain on paper towels.
Meanwhile, place the bananas in a small bowl and mash with a fork until smooth. Fold in the mascarpone until combined.
Spread a thick layer of chocolate-hazelnut spread on 4 bread slices, then top each with 3 bacon slices. Spread the banana-mascarpone mixture on the remaining 4 bread slices, then place on top to make 4 sandwiches.
Spread butter on both sides of the sandwiches. Heat a large skillet over medium-high heat. Working in batches if necessary, cook the sandwiches on each side until GBD-golden brown and delicious.