Place banana, egg yolk, water, shortening, salt, sugar, flour, powdered milk, and yeast in a mixing bowl; mix on 1st speed for two minutes and then on 2nd speed until dough pulls away from sides of the bowl.
Dust sides of bowl with flour so dough does not stick. Let rise to top of bowl.
Cut dough into two pieces and roll tightly into loaf shape. Place three horizontal cuts on top of loaf and let rise until doubled in size.
Bake at 325 until golden brown. Remove and brush with melted butter.