Cut the ends off each plantain so that a small amount of the flesh is exposed. Make a shallow slit the length of the plantain on the inner curve. This will allow the flesh to expand as it cooks and prevent an explosion.
With the grill at medium-hot, lay the plantains on the grill and cook until thoroughly soft and dark brown, turning and rotating occasionally so the plantains cook evenly on both sides and ends, about 5 to 8 minutes.
While the plantains cook, dry roast the almond slices for a few minutes in the small skillet over medium heat. Watch carefully and do not allow them to burn. Warm the cajeta over low heat or heat in the microwave for about 30 to 45 seconds.
Remove the plantains from the grill and let them cool a few minutes before handling them. Gently peel back the skin and slice each plantain into 1/2-inch pieces. Place the pieces on plates and drizzle on the cajeta and sprinkle on the nuts.
Roast the plantains in a 450° F/230° C oven for about 20 minutes.