Gather all of your ingredients and heat your grill to high.
Take one of your sugar cones and peanut butter. With a butter knife coat the insides of the cones with the peanut butter.
Fill the cones up with the marshmallows, the chocolate chips, and bananas.
Push everything in the cone so it sticks to the peanut butter.
Place the cones on the grill.
Place the lid onto the grill and allow to cook until the chocolate and the marshmallows begin to melt! Enjoy!