Preheat oven to 400 degrees. Using a fork, poke multiple holes in each sweet potato. Brush each potato with oil, making sure to spread evenly on all sides. Place on a baking sheet lined with parchment paper.
Bake for 45 minutes, until the skin starts to feel dry and wrinkly and the potato flesh can be easily pierced with a fork.
Carefully remove the potatoes from the oven and slice open lengthwise. Scoop out the potato flesh into a medium-sized bowl, and set the potato skins aside, but don't throw them away. Be gentle! Try not to damage the skins. Leave enough potato flesh inside the skins to keep their shape.
Add brown sugar, butter, heavy cream, and spices to the bowl and blend to create the potato filling.
Evenly scoop the filling back into the potato skins. Top with chopped pecans and finish by garnishing each potato with mini marshmallows. Place back into the oven and bake for approximately 15 minutes uncovered until the marshmallows begin to brown.
Serve warm and enjoy!