Preheat oven to 450°.
Combine first 4 ingredients in a bowl, and set aside.
Cut bananas in half lengthwise. Place banana halves, cut sides up, on a jelly-roll pan coated with cooking spray. Bake at 450° for 4 minutes. Drizzle sugar mixture evenly over banana halves, and sprinkle with toasted walnuts. Bake an additional 3 minutes. Cut each banana piece into thirds crosswise. Serve bananas with frozen yogurt; drizzle with any remaining sugar mixture.