Preheat the grill to medium high.
In a medium size bowl, mix the sugar, cinnamon and allspice until thoroughly blended. Next, slice the bananas in half length wise. Do not remove the peel. Lay the bananas skin side down and the generously sprinkle the flesh side of the bananas with the spiced sugar. Repeat until all bananas are coated. Place the bananas on the grill, skin side down, and cook until the sugar caramelizes and the skin falls away from the banana.
Spray a sheet tray with foil and spray with non stick spray
Add vanilla sugar, water, cinnamon, and allspice to a large saucepan over medium high heat. Bring to a boil, then simmer until reduced by half, about 5 minutes. The mixture will start looking dark and thick.
Quickly stir in the walnuts to the simmering syrup. Cook in the syrup while stirring until it begins to bubble and thicken. Spread the candy in a single layer to the prepared sheet tray- breaking up large clusters with a wooden spoon. Let cool completely, about 5-10 minutes until the candied harden and the syrup dries. Break apart and enjoy.