Slice the bananas and place them in a greased, ovenproof, 9 by 9 inch dish.
In a small bowl, mix the cashew nuts, peanuts, coconut, sugar, cinnamon, and nutmeg.
Pour the orange juice and rum over the bananas, then sprinkle them with the nut and sugar mixture. Dot the top with butter. Bake in the oven for 20 to 25 minutes, until the bananas are golden and the sauce is bubbling.
Serve warm with vanilla ice cream.
c.1997, M.S. Milliken & S. Feniger, all rights reserved