Cut the pineapple in small dice and place in colander. Set aside and let the juice drain, reserving the juice. Julienne the orange zest and place in a small pot and cover with water. Bring to a simmer and cook for 2 minutes. Strain and reserve the zest and the orange flavored water. Using the same small pot, combine the reserved pineapple juice, 1 tablespoon sugar, and orange zest. Scrape the vanilla bean seeds into it the pot as well. Bring to a simmer. Place the pineapple in a bowl and pour over the juice. Let it sit for 2 hours or overnight.
Combine the lime zest, 3 tablespoons sugar, cream cheese, and rum in a medium bowl and whip until smooth. Reserve. This can be made and refrigerated up to 2 days in advance.
To build the sandwiches, cut each brioche slice in 1/2 and brush with butter on one side. Sprinkle with some of the remaining 1/4-cup sugar and turn over so the non-buttered side is faced up. Spread a 1/4-inch layer of the cream cheese spread on all slices. Put a layer of bananas on 1/2 the slices and place the other slice of brioche on top, forming a sandwich.
Lightly butter and sugar the aluminum sheets and place a sandwich on each. Fold up and reserve. Place the sandwiches over a medium low heated grill and cook 3 to 4 minutes on each side or until the sandwich gets nicely toasted on both sides. Remove from grill. These can either be unwrapped and platted or the aluminum can be opened and the pineapple salsa spooned right on top.