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1
Preheat the oven to 375 degrees F. Line a sheet pan with waxed paper.
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2
In a mixer fitted with a paddle attachment (or using a hand mixer), cream the cream cheese until soft and smooth.
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3
Add the egg yolk and mix.
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4
Add the confectioners' sugar, the vanilla and cinnamon and mix.
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5
Add the chocolate and mix just until incorporated.
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6
Spoon the mixture into a pastry bag fitted with a large plain tip (or just set aside in a bowl).
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7
Transfer 1 sheet of phyllo to the prepared pan.
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8
Using a pastry brush, brush the phyllo with melted butter.
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9
Sprinkle evenly with 1 tablespoon of the granulated sugar and 3 tablespoons of the ground walnuts, and lay another sheet of phyllo on top.
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10
Brush the top with melted butter and sprinkle with 1 tablespoon of sugar and 3 tablespoons of walnuts.
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11
Repeat with third sheet of phyllo.
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12
Reserve the remaining melted butter, sugar, and walnuts.
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13
Pipe half the cheese filling in a line along one short end of the phyllo, leaving a 2-inch margin on the top, bottom, and side.
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14
Arrange the whole bananas next to the cheese.
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15
Pipe the remaining filling next to the bananas.
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16
Starting at the filled end, roll the phyllo up tightly to encase the filling.
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17
Move the log to the center of the sheet pan and tuck the ends under to keep the filling from oozing out.
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18
Brush the surface with melted butter and sprinkle with 1 tablespoon of sugar.
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19
You may not use up all the melted butter and walnuts.
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20
Bake until golden brown, about 30 minutes.
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21
Let cool 10 to 15 minutes on the pan.
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22
Using a serrated knife, cut carefully into sections and serve warm.