Steps:
- Open package of phyllo and cover with damp cloth to keep the sheets from drying out.
- Preheat oven to 350 degrees.
- Arrange one sheet of phyllo on wax-paper- or parchment-lined cookie sheet. Brush with butter, using a small paint brush and sprinkle with 2 to 3 tablespoons of sugar. Repeat with two more sheets of phyllo and repeat buttering and sugaring.
- Using a 3-inch circle (cup, glass, cookie-cutter) and a knife, cut out 15 circles from the three layers. Remove the excess dough.
- Repeat steps 3 and 4 so that you have 24 three-layered circles in all. Discard the excess circles and dough.
- For the tops, cut four sheets of phyllo in half and butter lightly. Crunch up into a ball, but do not squeeze or press. Sprinkle with sugar and arrange on wax-paper or parchment-lined baking sheet.
- Bake the circles and the tops at 350 degrees for about 8 to 10 minutes. But watch the circles very carefully; the sugar can burn quickly. After 5 minutes check and turn if oven does not bake evenly. The sugar must melt and the dough turn brown. Allow to cool before removing from cookie sheet.
- These may be made a day ahead and let sit at room temperature.
- To assemble, combine banana filling with caramel sauce and stir to mix well.
- Place all the circles in a row and cover each one with a heaping tablespoon of the banana filling. Even out the filling slightly before stacking the circles, three for each dessert, covered with one of the tops.
- For each serving, on a large dessert plate spoon three tablespoons of warm caramel sauce. Arrange one of the baklava in the center and dust with confectioners' sugar.
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