First, melt the butter in a small saucepan. After it has all melted, take it off the heat and stir in the milk, which should be warm. Mix in the mashed banana and the beaten egg.
Mix together the strong white flour, plain flour, muscovado sugar, dried yeast and salt in a large bowl. Slowly stir in the banana-milk mixture with a wooden spoon, forming a sticky, lumpy dough. Cover the bowl and allow the dough to rest, undisturbed, for 15 minutes so the flour can absorb the liquid and the gluten can develop.
After a period of initial rest, wet your hands and lift the dough from underneath, folding it over its top gently. Do this folding seven times, rotating the bowl as you do so. This helps the dough to become more smoother and elastic. This time flip the dough, cover it and let rest again for 15 minutes. Fold and rest a couple more times before leaving the dough to prove until doubled in size.
After the dough has proofed, punch it down and shape it into a rough ball. Chill the bowl in the freezer for 20 minutes (or the fridge for an hour) to firm it up so it will roll out easily.
Cream together the butter, muscovado sugar and ground cinnamon until soft and spreadable to make the filling while the dough chills.
Dust a clean surface with flour, and turn out the dough onto it. Dust with more flour, then pat the dough into a rough square. Roll out to about 30cm x 45cm. The melted cinnamon butter is evenly drizzled over the dough, followed by a scattering of chopped pecans and thinly sliced bananas. Starting from one of the long sides, roll the dough tightly, and press the seam to seal.
Cut the rolled out dough into 12 thick slices and sit them in a lined roasting tin (about 25cm x 35cm). Cover the tin and let the rolls proof for 30 to 45 minutes, until they feel soft and pillowy. Heat the oven to 180C (160C fan) or gas 4.
Bake the rolls for 25–30 minutes until golden and cooked through. Take out of the oven and leave to cool for 10 minutes.
Meanwhile, make the icing by beating the butter and cream cheese until smooth. Start adding the sifted icing sugar and then vanilla extract, mixing until well combined. Spoon the icing over the rolls while they are still warm.
Let the rolls cool for an additional 20 minutes before serving. Best enjoyed fresh, these rolls will last for up to 2 days in an airtight container. Reheat gently before serving.