Prick sweet potatoes all over with a fork and place on parchment lined baking sheet. Bake for 60 minutes at 350F or until cooked through and soft.
Take out of oven and cut each in half lengthwise. Scoop out the center of the sweet potato, leaving a thin layer inside the peel. Place the sweet potato filling that you scoop out into a medium sized bowl and set aside.
Drizzle or spray the skins with olive oil and cook for about 5-7 minutes until slightly crispy. While skins are cooking longer, mix the cream cheese with the sweet potato filling you scooped out. Blend well.
Take skins out of the oven and fill each with a scoop of the sweet potato/cream cheese mixture. Top with pecans and marshmallows.
Bake another 10 minutes until cooked through. I then broiled them on high for about 5 minutes until the marshmallows were toasted.