Place half the bread slices on the work surface and top each with chocolate, banana and marshmallows. Top with the remaining bread.
Spray the sandwiches with oil and cook on the flat plate of a gas barbecue or on a rack over charcoal for 1—2 minutes. Spray the top side with a little oil, flip and cook for a further 1—2 minutes until golden. Serve with vanilla ice cream, if liked.