Pre-heat oven to 180ºc.
Spray a baking tray with low calorie cooking spray and use to grease tray.
Place a banana on one end of a filo pastry square and sprinkle with a little of the cinnamon.
Brush with egg around all four sides of the pastry square.
Roll up, encasing the banana in pastry, and press the ends together to form parcels that resemble a banana shaped 'cracker'.
Place on the baking tray and then repeat for remaining 3 bananas.
Brush the parcels with egg and bake in preheated oven for 20 - 25 minutes, turning once or until golden and the bananas are tender.
Dust with icing sugar, cut in half, and dip into the caramel sauce. Serve at once.