Cut 6 (12-inch) sheets of heavy-duty foil. Heat gas or charcoal grill, or heat oven to 350°F.
With sharp knife, make deep lengthwise cut along inside curve of each banana, being careful not to cut all the way through. Open slit to form pocket. Crimp and shape 1 sheet of foil around each banana, forming boats.
Holding each banana in hand, fill pocket with 2 tablespoons chocolate chips, 2 tablespoons marshmallows and about 1/2 heaping teaspoon chopped pecans.
Return each banana to its foil boat. Seal top of foil, leaving 2 to 3 inches headspace. Place on grill over medium heat. Cover grill; cook 8 to 10 minutes or until marshmallows soften. Or bake 15 to 20 minutes in oven until marshmallows soften. (Can also place in campfire coals to cook.)