Preheat your oven to 200 degrees and cover two baking trays with baking paper.
Lightly whisk the egg and set aside until needed.
Slice the bananas into thin pieces.
Place one piece of puff pastry which has slightly thawed on the kitchen bench. Cut in half lengthways and then cut each half diagonally, so that you end up with four rectangles per sheet of pastry. Continue to cut each sheet of pastry until you have 12 rectangles.
Brush the two long edges with the beaten egg, and place a teaspoon of Nutella in the middle of the base of the triangle.
Place 2 - 3 slices of banana on top of the nutella.
Beginning at the with the Nutella and Banana, roll the pastry up and gently bend the centre of the rolled pastry to give it a curved ‘croissant’ shape.
Continue until all rectangles have been rolled and bent, then place on a baking tray and brush with the beaten egg.
Bake for 12 - 15 minutes or until golden.