Grill the banana in the skin until it is almost black. Slit open on one side and pour in 2 cl of cognac. Place the banana back on the grill and grill until black and the cognac is well absorbed.
Then remove from the grill and place on a plate. Squeeze the ends of the banana a little so that it opens. Pour in the remaining 2 cl of cognac and some liquid honey. Pour 2 tablespoons of natural yoghurt over it and enjoy warm.