Preheat oven to 200 degrees C and line a baking tray with baking paper.
Cut the puff pastry into 12 equal rectangles. Place 3-4 squares chocolate and 2-3 slices banana in the centre of 6 of the rectangles.
With a pastry brush, brush beaten egg white around the edges of the filled rectangles. Lay the remaining rectangles on top, pressing down the edges to seal.
Dilute the egg yolk with a little water and brush over the finished puffs. Bake 15 minutes, or until golden brown.