In a food processor, puree ricotta, cottage cheese, Neufchatel, confectioners' sugar, and vanilla until completely smooth, about 2 minutes.
Line eight small bowls or ramekins with banana slices. In each, spoon 2 tablespoons ricotta mixture and top with 1 tablespoon cookie crumbs. Repeat. Top each with remaining ricotta mixture. Divide remaining cookie crumbs among bowls and sprinkle with grated chocolate. Cover and refrigerate until cookie crumbs soften, 3 hours (or overnight).