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Combine the butter, sugar and vanilla extract. Split the inside curve of each banana with a knife, being careful not to cut all the way through. Spread a spoonful of the butter mixture into each split, then put the bananas, split-side up, onto individual sheets of foil – they should be large enough to encase the bananas completely. Crimp the edges of the foil to seal the parcels. These can be prepared the day before – just chill until you’re ready to cook.
Heat a barbecue to low or until a thin layer of coals has turned grey. Cook the parcels for 15 mins, turning once.
Carefully unwrap the parcels, reserving any sauce that’s inside. Transfer to plates, then scatter over the pecans and drizzle over any sauce reserved from the base of the parcels. Serve with a scoop of ice cream, whipped cream or yogurt.