Cut the pretzel rolls in half and butter the cut side of each half. Heat up a grill pan over medium heat. Place the halves of the rolls cut side down on the grill pan. Cook for about 1 minute, or until toasted. Remove from the pan.
Beginning with one roll, cut sides facing up, spread about 1 Tablespoon of jelly on one half. Then spread about 1 Tablespoon of peanut butter on the other half. Add 3-4 slices of banana to the bottom half. Cut one piece of bacon in half and place on top of the banana slices. Flip the top half on the bottom half and you have your first slider!
Repeat the process with the remaining 5 sliders. Serve and devour immediately.