Make the dough first. In a large bowl with a stand or hand mixer, blend butter and sugar until light and fluffy, about 3 minutes. Then add vanilla, 1 egg and orange juice and combine. Then add flour, cinnamon, baking powder and salt and mix just until combined. Dough should be slightly sticky.

Form dough into a large ball, flatten slightly, cover with plastic wrap and chill overnight.

Then make the filling (you can do this the next day or chill it overnight)

Heat a medium saucepan over medium heat and melt butter. Immediately add brown sugar and stir until sugar is dissolved. Add a little water if the sugar is clumping. Then add nuts and stir to coat and toast nuts a bit, for a few minutes.

Add the rum and let it burn off- be careful! The rum may or may not flame up a bit. Once the rum burns off, add in the mashed banana and combine. Set aside to cool, can be made 3 days ahead of time.

Lastly, make your caramel. Put brown sugar and water in a large saucepan over medium-high heat. Bring to a boil and boil until the mixture darkens (do not let burn) and thickens.

Remove from the head and mix in cream- carefully this will bubble up a bit. Then mix in butter, rum and salt. Let cool. The caramel will thicken more as it cools. If it is doesn't get thick, you can simmer more until it reduces and thickens.

If you make the caramel ahead of time, you will need to reheat it to get it to drizzling consistency.

Then take a teaspoon of the filling and put it in the center of each circle. Don’t add any more- the filling will spread to fill the cookie, and anymore would just run over the top making for an ugly hamantaschen.

Fold two sides together overlapping at the bottom, and then fold the top down to make a triangle.

Place on a parchment lined cookie sheets 1-inch apart and freeze for 30 minutes to prevent spreading.

Whisk 1 egg with 1 tablespoon of water to make the egg wash. Wash with egg wash. Bake for 12-15 minutes or until lightly golden on the bottoms of cookies. Cool and enjoy!