Lay the banana halves, skin-side down, over hot coals or in 350-degree oven; cook until softened, 5 to 8 minutes.
Mix together the brown sugar, nutmeg and vanilla, and spoon it over the cut-sides of the bananas. Add the bananas to a hot pan along with a small knob of butter and cook for 2 to 3 minutes on each side, or until the sugar has melted and is sticky and caramelized.
Meanwhile, make the ganache: Add the chocolate and cream to a double boiler; heat until the chocolate has melted. Remove from the heat and then whisk through the mascarpone until the mixture is glossy and silky.
Remove the bananas from the heat and serve immediately with the chocolate ganache.