Leaving peels intact, cut bananas in half lengthwise. Brush cut sides with oil.
For a charcoal or gas grill, place banana halves, cut sides down, on the rack of a covered grill directly over medium heat. Grill for 4 to 6 minutes or until heated through and golden grill marks appear. Remove peels from banana halves; cut each half crosswise into thirds.
Spread chocolate-hazelnut spread onto cookies; add banana portions. If desired, top with whipped topping and hazelnuts.