I started to design a few deep cut puzzles and some of them have an hiden slice layer (like the pentultimate). I noticed that most of this kind of puzzle have an inner bandaging to prevent misalignment. I wonder what I have to bandage on my puzzles. Is there a way to easily define what must be bandaged?

You know the Fused Cube?
It is the base for the 2x2x2.

Now do something similar for your design:
1. Identify one layer per throughgoing axis
2. Identify the pieces attached to the core for these faces.
3. Hinder these pieces from moving.

Yes there is

When you make a deep cut (the only ones where you need bandageing) you need to bandage half of the the centers of the first shell. Two opposed centers must NOT be bandaged.

Examples:

2x2 ---> 3x3 bandaged with three centers around a corners. Two opposed centers are never both bandaged.

Pentultimate ---> Megaminx bandaged with 6 centers: 1 and the 5 around it. Two opposed centers are never unbandaged this way, and it is easy to bandage it as a whole because it's 'clean'. If you took randomly half of the centers you'd have to bandage different pieces in different places. With the 5 around 1 method, all the bandages are made in one place.

Good luck with your designs !

Greg