Take butter and knead well in all purpose flour. Now add sugar in it. Mix well. Add water and make dough (consistency of the dough should not be tough like for chapattis or very loose. It should be medium).
Take banana, peel the skin and cut it into thin slices.
Now take oil in a pan heat it under a low flame. Side by side, make small balls (small as key lime)out of the dough.
Take each ball and flatten it on your left hand palm and fill one slice of banana and close it properly.