Take a third of the banana and soak it in the rum for 5 minutes. Remove it and roll it in the brown sugar until coated. Place the banana and two of the marshmallows on a roasting stick and roast over smoldering coals until the marshmallows are a toasty golden color, turning every minute.

Remove from heat and place marshmallows on top of a piece of graham cracker and chocolate. Place the banana on the marshmallows, pressing down. Place the other graham cracker square on top, pressing down gently to secure it. Serve immediately, and repeat with the remaining ingredients.