Take 4 10-inch squares of aluminum foil and brush them with butter. Make a careful slit lengthwise in the peel of each banana, and open wide enough to place the chocolate pieces inside the bananas then close them up.
Wrap each stuffed banana in the foil then barbecue over hot coals about 5-10 minutes or until the chocolate has melted inside the bananas. Remove from the BBQ and place on individual serving plates. Pour some rum into each banana.
Serve at once with sour cream mascarpone cheese, or ice cream, topped with nutmeg.