Off heat, coat grill rack or grill pan with nonstick spray. Preheat gas grill or grill pan to medium-high, or prepare medium-high fire in charcoal grill.
Cut each banana in half crosswise, then halve each piece lengthwise. Arrange bananas, cut-side up, on a baking sheet or plate and coat bananas with nonstick spray.
In a small bowl, combine sugar, cinnamon, and cayenne and sprinkle over bananas.
Transfer bananas, spiced-side down, to grill and cook until charred and marked from the grill, 2 to 3 minutes. Carefully turn bananas over and cook for 2 minutes more. Remove from grill.
Cut bananas into 1-inch pieces and arrange on a baking sheet. Freeze bananas until completely firm, about 3 hours.
Transfer bananas to a food processor. Add almond milk and cocoa powder and process, occasionally stopping to scrape down the sides of the bowl, until completely smooth, 2 to 3 minutes.
Serve nice cream immediately for a soft-serve–like texture, or transfer to a container and freeze until firm, 1 to 2 hours.
