Preheat oven to 180C. Bring milk, vanilla bean and vanilla seeds to the boil in a saucepan over medium heat. Remove from heat, add rice and sugar, stir to combine, remove vanilla bean (discard) and set aside.
Divide banana and chocolate among 6 buttered 500ml baking dishes, pour over milk mixture, dust with nutmeg and bake until liquid is absorbed, rice is tender and a golden skin forms (1-1½ hours). Serve hot.
This recipe is from the August 2012 issue of Australian Gourmet Traveller.