Cut 4 large rectangles of baking foil, peel the bananas (keeping them whole) and lay one on each piece of foil. Stab them carefully in several places with a small toothpick.
Mix together rum, sugar, orange juice and cinnamon, add to each parcel and place 1/4 of the butter on top of the banana in each parcel.
Carefully join up the long sides of the foil over the banana and fold over several times to seal, then fold up the short ends of the foil so that the liquid can not escape during cooking.
Place the parcels on the BBQ and grill for 15 minutes, turning them over once after 7 minutes.
Open the parcels carefully and transfer to serving dishes, pour over liquid that is left in the foil, decorate with orange slices and serve with whipped cream or icecream.
