Line a baking sheet with foil; set aside. Slice bananas about 3/8-inch thick. Spread in an even layer on prepared baking sheet. Freeze 1 hour. Spread half of the banana slices with peanut butter; top with remaining frozen banana slices. Return to freezer for 1 to 2 hours or until firm.
In a small saucepan combine chocolate and shortening. Cook and stir over low heat until chooclate is melted. Cool for 5 minutes, stirring occasionally.
Line another baking sheet with waxed paper. Working with a few at a time, dip frozen bonbons into melted chocolate, turning to coat. Let excess chocolate drip back into pan. Place on prepared baking sheet. Immediately sprinkle lightly with coarse sea salt or add a peanut half. Freeze about 1 hour or until firm.
Let stand at room temperature about 10 minutes before serving. For longer storage, transfer frozen bonbons to a covered freezer container.