Preheat oven to 350°F (175°C). Line a baking sheet with parchment paper.
Cook sweet potato until soft (bake or steam), then mash until smooth.
In a mixing bowl, mash the banana thoroughly with a fork.
Add mashed sweet potato, egg, melted coconut oil, and applesauce (if using) to the banana. Stir until smooth and creamy.
Gradually add coconut flour while stirring. Let dough rest a minute, then add more flour if sticky. The dough should be soft but workable.
Dust a work surface with coconut flour. Roll dough to ½ inch thickness. Cut into shapes or small squares.
Place treats on prepared baking sheet. Bake for 18–22 minutes, until firm but still soft inside.
Cool completely before serving. Store in an airtight container in the refrigerator for up to one week, or freeze for longer storage.