Combine the rolled oats, dates, vanilla extract, orange juice, and cocoa powder in the bowl of a food processor. Blend for 3 minutes, or until mixture sticks together. Press the mixture thinly around the sides and base of a 9 inch pie dish and refrigerate.
Place the gelatin in a small bowl. Pour boiling water over gelatin, stir to dissolve, and set aside to cool.
Place frozen bananas in food processor or blender and blend until smooth. Add milk and blend for 3-4 minutes. Add extra vanilla and yogurt and mix well. Add dissolved gelatin. Pour mixture into the base of the pie dish and refrigerate until firm.
Soak the extra banana in the lemon juice, slice and place on top of pie. Sprinkle with nutmeg and serve.