Mash the banana in a medium bowl. Add the peanut butter and egg and combine well.

Add the oat flour a little at a time. Combine well until a dough forms that is shapeable and not sticky.

Take about two tablespoons of the dough and roll it into a ball. Place the ball on a surface and use both hands to roll it into a long log 10-12 inches long, about as thick as a fat pencil.

Form the dough into a "U" shape, then take the ends and turn them down to the bottom of the U shape, crossing them and making an X. Then, cross the two ends again to form a twist. Gently press the ends onto the bottom of the U to attach them.

Place the pretzels on the lined baking sheet.

Bake for 20-25 minutes. Pretzels should be slightly hard.

Allow to cool completely before serving.