Heat a gas grill to medium or prepare a charcoal fire, letting the coals burn until they are covered with a gray ash and are medium hot. Cut the bananas through the stems lengthwise in half. Brush or spritz the cut sides with oil.

Place the bananas on the grill cut side down directly over the heat. Cover and grill until lightly browned, about 2 minutes. Turn skin side down and continue grilling until tender and bananas have pulled away from their skins, 2 to 4 minutes more.

Arrange 2 banana halves on each serving plate. Top each serving with 2 scoops of ice cream. Drizzle each with about 2 tablespoons of the cajeta. Serve immediately.