Preheat oven 350 degrees F.
Place hazelnuts on a baking sheet and bake for 12 to 15 minutes. Place toasted hazelnuts in a dish towel. Fold over and rub towel over nuts to remove skins.
Spoon pudding into tall parfait glasses, alternating flavors and colors. Top with banana chips and toasted hazelnuts. Using a vegetable peeler, peel chocolate from the bar, making chocolate curls. Sprinkle curls over parfaits and serve.