In a large bowl, combine 2 cups flour, sugar, yeast and salt. In a small saucepan, heat milk and butter to 120°-130°. Add to dry ingredients; beat just until moistened. Add the bananas, egg and vanilla; beat until smooth. Stir in enough remaining flour to form a soft dough (dough will be sticky).
Turn onto a floured surface; knead until smooth and elastic, about 6-8 minutes. Place in a greased bowl, turning once to grease top. Cover and let rise in a warm place until doubled, about 1 hour.
Punch dough down. Turn onto a lightly floured surface; divide in half. Roll each portion into a 16-in. x 6-in. rectangle. Brush with butter to within 1/2 in. of edges. Combine the pecans, sugar and allspice; sprinkle over dough to within 1/2 in. of edges.
Roll up jelly-roll style, starting with a long side; pinch seam to seal. Cut each into 16 slices. Place cut side up on greased baking sheets. Cover and let rise in a warm place until doubled, about 30 minutes.
Bake at 400° for 12-15 minutes or until golden brown. Remove from pans to wire racks.
In a small bowl, combine the confectioners; sugar, lemon juice and enough milk to achieve desired consistency; drizzle over warn rolls. Serve warm.