Kahlua Sauce: Place chocolate in a bowl. Bring the cream and the kahlua to a boil and pour over chocolate, stirring until combined. Keep warm.
Cajeta: Place the milk, sugar, and vanilla in a heavy bottomed saucepan and bring to a boil. Reduce heat to simmer and allow to reduce to a thick caramel, stirring frequently to avoid burning. Strain and keep warm.
To assemble: Slice the bananas into long strips on the bias and saute in a little bit of butter until golden brown. Lay the banana strips in the bottom of four serving dishes.
Place one scoop of each ice cream in each serving dish and pour the sauces over the ice cream.
Top with the whipped cream, toasted peanuts and warm banana churros.