Preheat oven to 450 degrees F.
Peel the bananas, split them in half lengthwise, then place them in a buttered baking dish (10"x6"x2").
Combine the sugar, orange juice, nutmeg, cinnamon and sherry in a saucepan. Heat until sugar is dissolved, then pour over the bananas. Dot with butter.
Bake bananas for 10 to 15 minutes, or until the bananas are tender. Baste them once or twice during baking.
Remove from oven. Sprinkle with the rum before serving.
Serve as-is, or with a scoop of vanilla or coconut ice cream.
