Soak 6 wooden skewers in cold water at least 1 hour. Preheat your grill to medium-high. Place each wedge of pineapple on a skewer.
Make the sauce by placing the butter and sugar in a small pot over medium heat. Cook, stirring occasionally, until the sugar melts. Add the rum and simmer 1 minute. Stir in the cream and vanilla, simmer 30 seconds, and then reserve on low heat.
Grill the pineapple skewers 2 to 3 minutes per side, until hot and lightly charred. Plate the pineapple, and drizzle with the caramel sauce, or serve it alongside as a dip.
Recipe Options: Instead of rum, use brandy or bourbon in the sauce. For added taste, colour and texture, sprinkle the grilled pineapple, to taste, with chopped fresh mint and coarsely chopped pecan halves or roasted unsalted cashews.