Use a paring knife cut a canoe-shaped opening in the top of the curved side of the banana. Peel back the peel and slice the banana down the center lengthwise, being carefully not to cut through to the other side. Open up the banana, making a pocket for the candy. Scoop a small amount of the banana out. Sprinkle each banana with 1/4 cup chopped candy. Wrap the banana in foil and grill, covered, until the candies are melted and the bananas are soft, 15 minutes.