Preheat oven to 400 Fahrenheit.
Grease a large, heavy baking sheet with cooking spray and set it aside.
In a large mixing bowl, combine flour, sugar, baking powder, and salt; mix until well combined.
Rub the butter into the dry ingredients with your fingers, or with a pastry cutter; rub until the mixture resembles fine crumbs.
Make a well in the center and pour in milk, egg yolk, and vanilla.
Add mashed banana.
Using a wooden spoon, combine all the ingredients just until the dough comes together.
Transfer the dough onto a lightly floured surface and knead the dough five times.
Flatten ball into a disk; cut dough-ball into 8 wedges or rounds.
Put all the wedges on the baking sheet, leaving about 1/4-inch space between them.
Bake the scones for 15 to 18 minutes, or until golden brown.
Let cool for a few minutes and then transfer the scones to a wire rack.