You have a few options depending on your time constraints. If you have a day or two, place them in a paper bag with another ethylene-producing fruit (e.g. an apple, avocado, or peach) to speed the process. If you’re short on time, preheat the oven to 350ºF, line a baking sheet with parchment paper, and place the unpeeled bananas on the tray. Bake for about 15 minutes, or until the skins get black—they’ll be too soft for eating out of hand, but perfect for mashing into these pumpkins. Finally, you can also prick whole, unpeeled bananas with a fork and microwave them in a bowl for about 2 minutes. While this does help to soften them, it doesn’t help concentrate the natural sugars like the first two methods, so this should only be used as a last resort.