In a standing mixer fitted with a paddle attachment cream the cream cheese, until smooth. Add the egg yolk, 1/3 cup of the sugar, vanilla extract and cinnamon, and beat until blended. Add the chocolate into the cream cheese mixture and mix until just incorporated. Set aside.
Lay one sheet of phyllo dough onto a large piece of parchment paper, then another one overlapping it to make a 13” x 16” rectangle. Brush the phyllo with some melted butter all around. Sprinkle evenly with 1-tablespoon sugar and 2 tablespoons of the toasted walnuts. Repeat the steps 4 more times to get 5 layers. Reserve the remaining melted butter and sugar for the top of the strudel.
Spoon half the cream cheese mixture in a long strip along the length of the phyllo, leaving 2 inches from the edges. Lay 2 bananas end to end on the cream cheese, then the 2 other bananas right next to them, so you have a double row. Spoon the remaining cream cheese mixture in a strip onto the bananas. Starting with the filled end, roll the dough tightly into a log, then put onto a sheet pan lined with parchment paper, brush the surface with the melted butter and sprinkle with 1-2 tablespoons sugar.
Bake the strudel at 375-400 degrees for 30-40 minutes or until crisp and brown.
Let cool on the pan for about 10 minutes or so. Using a sharp serrated knife, cut into pieces and place onto a plate and dust it with some powdered sugar and serve warm with some vanilla bean ice cream.