Preheat grill to high.
Place all ingredients, except bourbon, in a small saucepan over high heat on the grill. Bring to boil and reduce by 1/3 until thickened. Remove from heat, add bourbon, and reduce by half. Remove from grill, cool slightly, and pour into a plastic container. As the sauce cools, it will thicken more.
Brush bananas with whiskey. Place bananas over medium-low heat on the grill. Generously sprinkle cinnamon over banana. Grill for 2 minutes and remove from the grill to a plate. Pour 1/2 cup of whiskey over bananas. Return bananas to the grill until a little charred. Flip bananas over to char the other side.
To assemble: Crumble brownies into 2 martini glasses, lay sliced bananas in an ornate fashion around rim of glass, and top with sauce.