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HEAT grill to medium heat.
ARRANGE banana slices in single layer in centers of 8 sheets of heavy-duty foil sprayed with cooking spray. Top each with 1 Tbsp. caramel sauce and 1 cookie.
BRING up foil sides. Double fold top and both ends to seal each packet, leaving room for heat circulation inside.
GRILL 3 to 5 min. or until caramel sauce is melted. Top each opened packet with COOL WHIP.