Cut banana peel lengthwise about 1/2 in. deep, leaving 1/2 in. at both ends. Open peel wider to form a pocket. Fill each with 1 teaspoon chocolate chips and 1 tablespoon marshmallows. Crimp and shape four pieces of heavy-duty foil (about 12 in. square) around bananas, forming boats.
Grill, covered, over medium heat until marshmallows melt and are golden brown, 5-10 minutes.