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Rinse and dry the sweet potatoes.
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Brush the outside of the potatoes with the oil and bake them at 400 F for 1 hour.
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Let them cool until they are cool enough to handle. Slice in half, length-wise, and scoop out the inside. Leave about 1/4" of the sweet potato on the skin.
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Brush the inside and outside with the oil and bake upside down on 450 F for 10 minutes. Flip and bake for another 10 minutes.
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Fill the sweet potato halves with the marshmallows and sprinkle the brown sugar over them. Broil for 2 minutes, or until the marshmallows start to brown.
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Serve hot