Preheat your oven to 400°F. Line a baking sheet with parchment paper.

Roll out the puff pastry on a lightly floured surface to smooth out any creases. Cut the pastry into squares, about 4 inches by 4 inches.

Place a few banana slices in the center of each pastry square. Sprinkle a little brown sugar over the bananas.

Fold the corners of the pastry squares over the bananas to create a pocket. Pinch the edges to seal tightly.

Brush the tops of the pastry pockets with the beaten egg to give them a golden color when baked.

Bake in the preheated oven for 15-20 minutes, or until the pastry is puffed and golden brown.

While the pastries are baking, prepare the caramel sauce. In a small saucepan, melt the butter over medium heat. Stir in the brown sugar, vanilla extract, and salt. Cook for 2-3 minutes until the mixture is smooth and bubbly.

Once the pastries are done, remove them from the oven and let them cool slightly. Drizzle the warm caramel sauce over the puffed bananas and dust with powdered sugar before serving.