Preheat the oven to 400 degrees F. Toss the sweet potatoes with the oil, salt and pepper. Place the potatoes on a baking sheet and place in the oven. Roast the potatoes until tender, about 1 1/2 hours. Remove the potatoes from the oven and cool completely. In a mixing bowl, combine the flour, salt, and sugar. Add the shortening and work it in with your hands until the mixture resembles coarse crumbs. Add the water, 1 tablespoon at a time, and work it in with your hands. Add only as much as you need for a smooth ball of dough. Wrap the dough in plastic wrap and refrigerate for at least 30 minutes. Preheat the oil. Remove the dough from the refrigerator and place it on a lightly floured surface. Roll out the dough on the floured surface into a rectangle about 24 by 8 inches and 1/8-inch thick. Using a sharp knife, cut 12 4-inch squares. Remove the skin from the potatoes and place the potatoes in a mixing bowl. Add the egg yolk, cane syrup, cinnamon, nutmeg and bourbon. Mix well. Place about 1/4 cup of the filling in the center of each pastry square. Bring one corner of the pastry to the other, forming a triangle. Using the tines of a fork, crimp the edges of the triangle and seal completely. When the oil has reached 360 degrees F, carefully lay a couple of the pies in the hot oil, fry until golden brown, stirring occasionally for over all browning, about 3 to 4 minutes. Remove the pies from the oil and drain on a paper-lined plate. Sprinkle the hot pies with the sugar. Repeat the process until all of the pies are fried. In a mixing bowl, stir the powdered sugar, milk and a splash of bourbon together. Mix until smooth. Drizzle the frosting over the hot pies and serve immediately.