I loved the toasty shell of my grilled banana roll (a dense little snack for 2,000 dong, or about 12 cents at the time), and that "wrap" insulated my fingers much better than, say, a napkin or a few folds of newspaper. I don't know about that tent, though: You'd figure that it concentrates the heat, so those banana rolls can cook low and slow without drying out, but one slip, and you've got plastic goo all over your grill.
Grilled banana roll vendors
Near Cho Ben Thanh, Ho Chi Minh City
(From a November 2006 visit)