Sorry! On weekdays, there are stopping trains from Didcot to Banbury. On summer Sundays, there are 3 stopping trains from Oxford to Banbury. The 0846 from Paddington to Great Malvern, which calls at Didcot and Radley, narrowly fails to connect with the 0944 from Oxford to Banbury. I think Oxford has the standard (?) 5 minutes interchange time.
An old-school timetable, T8, is available on-line at the GWR website, for stopping trains from Paddington to Didcot, and Didcot to Banbury. (Unfortunately, the summer Sunday pages that are currently on-line, have a footnote which mistakenly repeats the winter warning that there are no GWR trains between Oxford and Banbury on Sundays.)
Leisure travellers on summer Sundays have many desirable journeys, such as Didcot to Heyford, in order to visit, for example, Rousham House gardens; or Radley to Kings Sutton, in order to walk to Banbury along the Oxford Canal.