Preheat the oven to 190°C and line a baking tray with non-stick baking paper.
To make the filling, add the banana to a bowl along with the cinnamon and sweetener. Stir until smooth and combined.
Add the flour, yoghurt, egg, sweetener, cinnamon and vanilla to a large mixing bowl. Bring together with your hands to a rough dough.
Tip the dough out onto a lightly floured surface and bring together to form a smooth dough. Divide into 8 pieces.
Roll into 8 sausage shapes (about 20cm long). Flatten slightly and spread a little of the filling onto each. Gently shape into spirals and place onto the lined baking tray.
Spray the tops of the rolls with a little low-calorie cooking spray. Cook for 15-20 minutes until browned. Leave to cool on the tray for 5 minutes, then transfer to a wire rack to cool completely.
To make the topping, add the icing sugar to a small bowl, then add the water (a little at a time) to make a thick icing. Once the buns are cool, drizzle over the icing and serve.