Prepare the filling. Combine heavy cream and erythritol in a pot. Whisk over medium heat until mixture comes to a light boil. Remove mixture from heat. Stir in vanilla, banana extract, and gelatin. Leave to cool to room temperature then chill for at least an hour.
Beat the eggs, heavy cream, water, and vanilla extract in a bowl.
Blend in the coconut flour until mixture is very smooth.
Ladle in about ¼ cup of the batter in a lightly oiled non-stick skillet. Swirl around in a thin even layer. Cook over low heat for about a minute. Flip and cook for a few more seconds. Continue cooking until rest of the batter is used up.
Take each roll up and spread prepared banana pudding onto one side. Roll.
Serve with sugar-free vanilla ice cream and sugar-free chocolate syrup on top.