Lay 5 sheets of fillo dough on your work surface. Butter each sheet with melted butter.
Peel banana and place on the short edge of fillo dough closest to you. Stretch out banana. Sprinkle half the bread crumbs, chopped walnuts, and cinnamon on the banana. Roll up tightly and place strudel seam side down on a greased baking sheet. Repeat with the rest of the ingredients.
Bake in a preheated 350°F (180°C) oven for about 40 minutes or until golden brown.