Bane was really interesting in episode 3! (EPISODE 3 SPOILERS)
I really enjoyed Bane this episode. While as usual he doesn't trust you he seemed just a little sympathetic at certain moments. Like when you show to be upset by the people Freeze killed, Bane rather than grill you for it says we live in a sick world and it's best not to struggle against it. I enjoyed that little line of dialogue as it seemed to me in that moment that Bane at least to some degree isn't heartless. Another moment is when he expresses pity for what Bruce is about to face with Harley and that he hopes Bruce isn't the mole.
I also rather enjoyed seeing a bit of Bane's intelligence as he proves to read Bruce rather well. When Bruce leaves Wayne Enterprises unscathed he talks about how there was something about that determined look in his eye. He catches on rather quickly that you're scouting the area and that this is project lotus. One more interesting thing is if you sacrifice Catwoman. When Bruce tries to save her and Bane holds him back. He says "I've seen that look in your eye before. The one you get when another man is about to be killed." He had Bruce read pretty well. Better than even Harley.
Point is I really enjoyed Bane this episode