Preheat the oven to 425ºF. Scrub sweet potatoes and pierce in several places with a sharp knife. Line a baking sheet with foil and place the potatoes on top. Bake for 45 minutes to an hour, depending on the size of the potatoes, until thoroughly soft and beginning to ooze. Remove from the heat.
When cooled, peel the potatoes and put them in a baking dish. Cover with marshmallows and put in the oven until the marshmallows have softened.