Activate yeast with warm milk and sugar; let foam for 5–10 minutes.
Add butter, mashed bananas, and egg; mix well.
Add flour, salt, and cinnamon; knead until smooth, 5–7 minutes.
Let rise in a greased bowl until doubled, 1–1.5 hours.
Mix filling ingredients into a smooth paste.
Roll out dough, spread filling, and roll tightly; slice into 12 rolls.
Place rolls in greased 9x13 pan; rise 30–45 minutes.
Bake at 350°F (175°C) for 25–30 minutes until golden.
Make icing and spread over warm rolls before serving.