Mix all the ingredients needed for the bottom dough in a bowl and press it to the prepared baking dish. Preheat the oven, place the prepared dough into the bakng dish and bake it at 350 °F/ 175 °C for about 20 minutes.
Prepare the fillings - vanilla and chocolate pudding as per instructions: put the pudding mixture in the milk (if you want to have the cream firmer, use less milk, about 1 and 2/3 cups), add sugar and cook until the mixture thickens. Then add sour cream and mix.
Put mascarpone and sugar into the bowl. Mix properly in a mixer. In the second bowl, whisk the whipping cream and mix together with mascarpone.
Remove the baked walnut crust and let it cool. Lay the fillings on the cold crust.
First mascarpone filling, then vanilla, chocolate pudding and whipped cream on top.
Decorate with grated/chopped chocolate, cut into cubes and serve.