1. Place brown sugar, lemon juice, cinnamon, and allspice in a skillet. Heat the mixture over the grill on MEDIUM heat until boiling, stirring well.
2. Peel the bananas and slice into quarters, slicing lengthwise. Add to skillet and cook for 3-4 minutes. Add pecans.
3. Pour Grand Marnier™ into a cup and pour into the skillet. Keep the bottle away from the grill. When the mixture starts to sizzle, flambé using a long match.
4. Serve warm, with ice cream.