Heat oven to 450°F. Make pie crust as directed on box for One-Crust Baked Shell using 9-inch tart pan with removable bottom or 9-inch glass pie pan. Trim edge if necessary. Bake 9 to 11 minutes or until light golden brown. Cool 5 minutes.
In small bowl, mix bananas and rum to coat. Sprinkle orange peel evenly in bottom of baked shell. Arrange bananas in single layer over peel. Sprinkle with pecans.
In heavy 2-quart saucepan, mix brown sugar, whipping cream and butter. Cook and stir over medium-high heat 2 to 3 minutes or until mixture boils. Cook 2 to 4 minutes longer, stirring constantly, until mixture has thickened and is deep golden brown.
Remove saucepan from heat; stir in vanilla. Spoon warm filling over bananas and pecans. Cool 30 minutes. Serve warm or cool with ice cream. Store in refrigerator.