GRB 021206 is one of the brightest GRBs ever observed. Its prompt emission, as measured by RHESSI, shows an unexpected spectral feature. The spectrum has a peak energy of about 700 keV and can be described by a Band function up to 4.5 MeV. Above 4.5 MeV, the spectrum hardens again, so that the Band function fails to fit the whole RHESSI energy range up to 17 MeV. Nor does the sum of a blackbody function plus a power law, even though such a function can describe a spectral hardening. The cannonball model on the other hand predicts such a hardening, and we found that it fits the spectrum of GRB 021206 perfectly. We also analysed other strong GRBs observed by RHESSI, namely GRBs 020715, 021008, 030329, 030406, 030519B, 031027, 031111. We found that all their spectra can be fit by the cannonball model as well as by a Band function. ; Comment: 41 pages, 13 figures; submitted to ApJ