Combine the oats, milk, cocoa powder, cinnamon and sweetener in a resealable bowl. Stir together, cover and refrigerate overnight.
Add the banana and oat mixture to a blender and blend until completely smooth. If the shake is too thick, add more milk for a thinner consistency; if it's not sweet enough, add more sweetener.
Notes
Making the oatmeal mixture ahead of time and refrigerating it overnight softens the oats and gives the shake a smoother texture. If you're feeling impatient (or don't mind little bits of oatmeal in your shake), you can make this without that step--put the oats in the food processor or blender first, process until it becomes a fine powder, and then add the rest of the ingredients and blend until smooth.
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