Preheat the oven to 180°C. If using an air fryer, preheat according to the manufacturer's instructions.
Mash the bananas in a large mixing bowl with the vanilla extract.
Add the egg, almond butter and almond milk and mix well.
Add the oats, flour and cocoa powder. Stir until you have a thick, dense but spoonable batter. If it seems too dry, add a small splash of almond milk.
Gently fold in the chopped chestnuts.
Divide the batter between two small loaf tins lined with baking paper.
Bake for 25–30 minutes, or until the cakes are risen and a skewer inserted into the centre comes out clean. If using an air fryer, check after about 20 minutes, as cooking times can vary between models.
Leave to cool in the tins for a few minutes, then transfer to a wire rack to cool completely before slicing and serving.