Wrapping glutinous rice in banana leaves has to be one of the best things you can do with glutinous rice. The banana leaves impart their herbaceous, almost minty scent to the rice, which gets a double treatment of flavor: once from the wrapping, and again from the filling. You'll find banana leaf-wrapped bundles of glutinous rice across China and parts of Southeast Asia, the fillings varying according to regional tastes.
In China, fatty pork is a common filling. The pork juices seep into the rice, making the grains even richer. Although it's well worth the effort to cook your own fatty pork to use as a filling, if you're short on time, choose a meat that's already fatty and prepared, such as Chinese sausage or bacon.
In addition to the meat, you'll often find fresh peanuts and beans in the rice. Red beans, mung beans, and kidney beans are common, but if you're making your own, use any type of bean you like. One of my favorite additions to the rice is a salted duck egg yolk, which is so savory and indulgent that it enriches the whole packet of rice.
For a sweet filling, the most common Chinese one is a mixture of red beans and sugar that turns into a paste, but not quite as uniform as what you'd use for buns. In Thailand and Vietnam, the rice is often cooked in coconut milk with a few knots of fresh pandan leaves thrown into the pot. The fillings here are usually bananas and plantains.
Wrapping the glutinous rice can be as complicated or as simple as you want it to be. You can go through the trouble of forming conical structures as long as you're content to have a few oddly-shaped ones in the beginning. Or, make square packets of rice by laying two banana leaves in a criss-cross fashion, wrapping one on top of the other before tying the bundle together with string.
You'll find the banana leaves in dried or frozen form in most Asian markets. If you buy dried leaves, soak them in water overnight before use. Once you get the hang of making these snacks, experiment with a wider range of fillings and flavors.