Preheat oven to 350 degrees.
In a medium bowl, mash bananas with a fork.
Blend or stir the egg and melted coconut oil into the banana mixture. Use a hand mixer or a spoon for this step.
Add the rolled oats, oat flour and cinnamon a little at a time and combine well until a dough forms.
Turn the dough out onto a smooth surface.
Flatten the dough evenly with your hands or a rolling pin to about ¼ to ½ inch thickness.
Using a cookie cutter, cut out the dog treats and place them on a greased baking sheet or use parchment paper to cover the baking sheet.
Bake at 350 degrees for 20 to 25 minutes.
Place the baked treats on a wire rack to cool.