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Preheat oven to 350 degrees F.
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In saucepan over medium heat, cook bananas, sugar and butter for 10 minutes, stirring occasionally. Remove from heat; stir in vanilla and salt. Let cool. (Note: Bananas will break down, but some smaller chunks will remain.)
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In bowl, whisk flours with sugar, baking powder and salt. Add butter, tossing to coat. Use pastry cutter or hands to incorporate until mixture resembles coarse cornmeal.
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Stir in coconut milk until mixture just comes together. (Note: Do not overwork dough.)
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On well-floured surface, divide into two equal pieces and roll into 1/2-inch thick rectangles. Spread banana jam over one piece of dough and cover with remaining piece. Cut into triangles and arrange on parchment-lined baking sheet.
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Bake 35-40 minutes, until firm and slightly golden.
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For glaze: In small bowl, whisk together powdered sugar, cocoa powder, salt and water. Drizzle over cooled scones and top with flaked salt and hazelnuts.