To make the dough, sift the flour into a large mixing bowl. Add the shortening and butter and rub into the flour with your fingertips until the mixture resembles breadcrumbs. Gradually blend in the water to make a soft dough. Wrap in plastic wrap and chill in the refrigerator for 30 minutes.
Mash the bananas in a bowl with a fork and stir in the apricots, nutmeg, and orange juice, mixing well. Roll the dough out on a lightly floured surface and cut out 4-inch rounds. Spoon a little of the banana filling onto one half of each round and fold the dough over the filling to make semicircles. Pinch the edges together and seal by pressing with prongs of a fork. Arrange the pastries on a nonstick cookie sheet and brush them with the beat on egg yolk to glaze.
Cut a small slit in each pastry and cook in a preheated oven at 350° F for about 25 minutes or until golden brown. Dust with confectioners' sugar and serve.Servings: