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Heat grill to low.
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Make an incision lengthwise on the side of each banana, leaving 1 inch uncut at both ends and the skin intact.
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Spread open the cut and place 2 teaspoons of the butter pieces, 1 tablespoon brown sugar, and 1 tablespoon brandy inside.
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Grill, covered, until the butter mixture has melted and bananas are heated through (8 to 10 minutes).
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Transfer the bananas to 4 separate sundae dishes, carefully flipping the bananas over and pouring the sauce into the bottom of each dish.
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Peel off the skins, and top each with an equal amount of ice cream; add warm chocolate sauce, and nuts, if desired.
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Serve immediately.