Preheat the oven to 350°F. Line a 15x10 sheet pan with foil and spray with nonstick spray.
Beat the butter and sugars until creamy. Add the yogurt and banana and beat again.
Slowly add the flour, salt, and baking powder and mix until a soft dough comes together. Reserve 1 cup of the batter for the top.
Spread the remaining dough evenly on the prepared pan using an angled spatula.
Mix together the Nutella and cream cheese. Drop the cheesecake mixture by spoonfuls on top of the batter. Spread it out gently making sure to leave a 1-inch border along the outside edge of the cake.
Drop the reserved batter on top of the Nutella mixture by spoonfuls. Bake for 24 minutes. Remove the pan from the oven and let cool before cutting into squares.
Mix together the powdered sugar and milk. Drizzle over the cake squares and let set.