In heavy medium skillet, heat oil over high heat. Add banana and saute until golden, about 1 1/2 minutes. Transfer banana to paper towels to drain.
Add onion to skillet and saute 3 minutes. Add beans, cilantro, cumin, and cayenne and cook until mixture is hot, about 3 minutes. Using back of fork, mash bean filling to coarse paste. Season to taste with salt and cool.
Preheat the oven to 425°F.
Roll out puff pastry sheets onto floured surface -14-inch square. Cut into 9 squares. Place 1 tbsp bean filling in center of 12 squares (reserve remaining squares for another use). Sprinkle each mound of filling with cheese, top with bananas equally. Brush edges of squares with beaten egg. Fold 1 corner over filling to opposite corner, forming triangle. Using fork, seal crust edges. Arrange on rimmed baking sheet and brush with more beaten egg. Bake until golden brown, about 15 minutes. Serve hot.