If you can find a local Asian or Mexican specialty food store, you'll be more likely to find them, though they may be in the frozen section. Part of the uniqueness of these leaves is that they impart a slight flavor to the food cooked in them.
People in the tropics use these huge leaves to line cooking pits and to wrap everything from pigs to rice. The leaves impart a subtle anise fragrance to food and protect it while it's cooking. Frozen leaves--once thawed--work just fine. Boil the leaves before using them to keep them from cracking. Look for banana leaves among the frozen foods in Asian, Hispanic, or specialty markets.
If you absolutely can't find them there are several substitution options:
aluminum foil (as food wrapper) OR parchment paper (as food wrapper) OR corn husks (as food wrapper or to cover imus) OR hoja santa leaves (as a food wrapper, also imparts an interesting anise flavor)
Personally, I'd go for other leaves before foil or parchment. Particularly with steaming, I find that parchment can get soggy and may collapse if you're making it into boats, so you might want to test it before going crazy. Foil can be problematic because it can be very easy to puncture unless you get super heavy-duty foil and then you'd potentially lose all of the sauce.
It looks like you can easily make this using small bowls like ramekins, rice bowls or small souffle molds or hollowed out coconut halves. See the video here. The host mentions using the coconut halves due to not being able to find many banana leaves. They may be more expensive to start but you can likely use them many times before needing to exchange them.