Gently mix bananas, brown sugar, graham cracker crumbs, pecans and chocolate.
Place a wonton wrapper on a clean work surface and fill with 1 1/2 teaspoons of filling. Brush edges with egg and fold in half diagonally, sealing edges completely. Place on a parchment-lined baking sheet. (Do not allow them to touch each other.)
Heat oil to 350 to 375° F. Fry ravioli until golden, about 2 minutes.
Transfer to a platter lined with paper towels. Sprinkle with powdered sugar and serve with Chocolate Rum Sauce (recipe follows).