Preheat your oven to 400°F (200°C).
Roll out your thawed puff pastry on a lightly floured surface and cut into a square or rectangle, about 6 inches on each side.
In a small bowl, mix the Nutella and peanut butter together until well combined.
Take your puff pastry square and place a tablespoon of the Nutella-peanut butter mixture in the center, adding a few slices of banana on top.
Fold the puff pastry over to create a triangle shape. Press the edges together to seal and crimp with a fork.
In a small bowl, beat the egg with the water. Use a pastry brush to apply the egg wash to the top of each turnover.
Sprinkle cinnamon sugar over the tops of the turnovers.
Place the turnovers on a baking sheet lined with parchment paper and bake for 15-20 minutes or until puffed and golden brown.
Once baked, let the turnovers cool for a few minutes before serving.