Put each banana on a double piece of foil. Drizzle over the lemon juice and sprinkle 1 tablespoon of the brown sugar on each banana.
Beat together the butter and cinnamon in a bowl until creamy, then spoon over the bananas. Wrap each banana tightly in the foil and cook over a barbecue or under a preheated medium grill for 10 minutes.
Meanwhile, make the rum mascarpone cream. Mix together the mascarpone, rum and sugar in a bowl.
Unwrap the bananas and slice thickly. Serve immediately with the rum mascarpone cream.