Preheat the oven to 400F. Spray the inside of an 8 by 8-inch casserole dish with coconut oil. Place the frozen bananas in the dish and sprinkle on the rum. Roast for 30 minutes. Cool to lukewarm.
Turn the oven down to 350F. Line a 9 by 5-inch loaf pan with parchment paper.
Whisk together the almond flour, milled golden flaxseed, coconut sugar, cinnamon, psyllium husk powder, salt, baking soda, and nutmeg in a large bowl.
Transfer the roasted bananas (along with any liquid) to a medium bowl and mash with a fork. Whisk in the coconut oil, eggs, coconut milk, vanilla, and vinegar.
Stir the wet ingredients into the dry, and then fold in the pecans and coconut flakes (the batter will be thick).
Spoon the batter into the prepared loaf pan and spread it out evenly. Lay the banana halves on top, lightly pressing them into the batter.
Bake until a wooden pick inserted into the center of the loaf comes out clean or with just a couple crumbs, about 1 hour to 1 hour 15 minutes. Cover the top of the loaf with foil after 1 hour if the top starts to get too dark before the loaf is cooked through.
Turn off the oven and let the loaf cool in the oven with the door ajar.
Once cooled, slice and enjoy.