Depending on the size of the bread slices, cut a 1 inch pocket in one side of the bread slice. Cut banana in half crosswise, then split each piece lengthwise. Remove peel and stuff two pieces in each pocket, again depending on size. Set aside.
Mix sugar and cinnamon. Set aside.
Mix egg, milk and vanilla extract until well blended. Heat about 4 inches of oil in a pan to 350° F.
Dip stuffed bread into egg mixture, allowing it to soak in for a few minutes. Fry in hot oil until lightly brown, turning to brown both sides.
Drain on paper towels on cake rack. Sprinkle with cinnamon-sugar and serve at once.
Makes: 4