Thaw pastry (if frozen) and put on a sheet of baking paper.
Score into three equal sections. Starting about 3 to 4 cm from the bottom, score and cut the side panels on an angle making 1 to 1½ cm strips.
Cut and remove the two bottom triangles and the two top triangles.
Spread about 200 g of Nutella on the middle panel, starting 1 cm from the top down to the last bottom strips at the side. The bottom 3 to 4 cm should also be free from Nutella.
Thinly slice the banana and lay one layer over the top of Nutella. Then add a second layer of banana over the first just covering where you can see Nutella.
Fold the top over the filling and press into place, cut away the first two top strip.
Starting from the top, cross over each strip to the opposite side and one down. Press into place. Repeat, alternating from side to side, forming a crisscross pattern. Stop once you have reached the last 4.
Cut about half of the bottom middle panel away, then fold that over the filling. Crisscross the first two strips over that, and then the last two go straight across
Preheat the air fryer for 2 minutes at 180°C on the Manual mode setting.
Whisk the egg and baste the danish
Spray the bottom of the air fryer basket with non-stick cooking spray, place the danish in the air fryer and cook at 180°C for 10 minutes on the Manual setting.
Allow to stand for a couple of minutes before transferring to a cooling rack.
Melt 100g of Nutella in the microwave till it resembles melted chocolate. Add to a piping bag, cut off a small amount of the tip and pipe over the top of the danish in a zigzag motion.