Cut the bananas into 9 pieces 1cm thick. Cut the brick pastry sheets into 4.
Put a pinch of cocoa nibs on each pastry sheet. Top with a piece of banana. Fold over two sides first, then the other two to close the packets. Tie with a little kitchen string.
Put the packets in the ActiFry and cook for 10 minutes. During this time, heat the milk. Pour it over the chocolate and blend until you have a smooth sauce.