Prepare grill.
Peel bananas and halve lengthwise. In a shallow baking pan large enough to hold bananas in one layer stir together butter and brown sugar and add bananas, tossing gently to coat. Transfer bananas with a metal spatula to an oiled rack set 5 to 6 inches over glowing coals and grill until browned and cooked through, about 2 minutes on each side. (If bananas are difficult to handle you may grill them on 1 side only.)
Serve bananas like a banana split with ice cream and chocolate sauce.
For ice cream, combine cream and milk. Scrape seeds from vanilla bean into cream mixture, dropping in bean. Add zest and bring mixture just to boil.
In a large metal bowl whisk together brown sugar and yolks until combined well. Add hot cream mixture to yolk mixture in a slow stream, whisking, and return custard to pan. Cook custard over moderately low heat, whisking constantly, until thickened and coats back of a wooden spoon, about 3 minutes. (Do not let custard boil or it will curdle.)
Pour custard through a very fine sieve into cleaned metal bowl and cool slightly. Stir in rum and chill, covered, until cold. Freeze custard in an ice-cream maker. Makes about 1 1/2 quarts.
For Mexican hot chocolate sauce, heat chocolate and half-and-half over low heat, stirring frequently, until chocolate is melted. (The sauce will have a very thin consistency, like that of hot chocolate.) Serve sauce warm. Makes about 1 cup.
Submitted by Eeyore.