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One of the most delicious among the various types of grilled bananas on the streets of Bangkok, in my opinion, are the grilled bananas that are pressed semi-flat and drenched in a sweet, creamy sauce. They're what this grill pineapple aims to mimic. I've tinkered with the sauce a bit, though. Instead of the usual raw cane or palm sugar, I use sweetened condensed milk. Sure, you've traded the deeper, "caramel" flavor for something less complex.
But less complex doesn't mean less good. In fact, I feel that the condensed milk-based sauce actually allows the flavor of the grilled pineapple to shine more brightly.
This dessert/snack is, as you can see, very simple. The key is to use an under-ripe pineapple so that it's not so soft that it falls apart on the grill. Also, a pineapple that is not yet ripe provide enough tartness to counteract the sweetness of the sauce; otherwise, the end result could be too cloying.
You know the pineapple is under-ripe when it's still green and firm. When you try to pull out one of the leaves from the stem, it should not detach easily.