Preheat oven to 180 C / Gas 4. Line a 20cm tin with foil. Peel the bananas and cut lengthways.
Place bananas in the tin and cover with the brown sugar. Bake until the sugar melts and the banana is soft and roasted.
Reserve 1 banana and transfer the others along with the melted sugar to a large bowl.
Mix in the yoghurt and the vanilla. Pour yoghurt in the ice cream maker and freeze it
Add the reserved banana just before you turn off the ice cream maker, this will ensure you have some chunks of banana in the frozen yoghurt. Enjoy it!