Peel bananas and slice crosswise.
Melt butter in skillet; add curry powder; add bananas and cook until lightly browned.
Remove bananas; add coconut milk, Worcestershire sauce, salt, and pepper to skillet.
Cover, simmer for 15 to 20 minutes.
Add small amount of the hot liquid to egg, stirring rapidly.
Return to skillet and cook, stirring, until thickened.
Remove from heat, serve rice with the curry sauce poured over it.
Serve bananas separately.