Heat cooking oil in a heavy bottomed pan or a wok to medium hot (150C).
Deep fry the bao buns from frozen. The buns sink to the bottom of the pan at first but slowly come up to the oil surface as they cook. Fry until outside of the bun is crisp and golden. Drain on kitchen towel.
Meanwhile, make the salty sweet cashew crumb. Roast the cashews slowly in a dry non stick frypan on a low heat. When the cashews are golden, drizzle honey and sprinkle salt. Mix well and keep cooking for a little longer until the moisture of the honey evaporates. Cool. Set aside.
Make a slit on each fried bao ban. Spread peanut butter inside of the slit, sandwich a scoop of ice cream and banana slices. Sprinkle the cashew crumb and serve immediately.