Preheat a gas or charcoal grill.

Place the sweet potatoes on the grill and cook, turning often, until the sweet potatoes are soft and yield when gently squeezed, about 30 to 45 minutes. Remove from the grill and allow to cool before handling.

Scoop the sweet potato flesh into a mixing bowl and discard the skins. With a potato masher or heavy fork, mash the potatoes with the cream, then add the brown sugar, pecans, Bourbon, cinnamon, nutmeg and egg, mixing well. Divide the mixture into 6 portions.

Place 1 pie crust on a flat work surface and place one portion of the sweet potato mixture in the middle. Top the sweet potato filling with half of a chocolate bar and 2 tablespoons marshmallows, then fold one half of the crust over the filling. Crimp the edges of the pie crust and turn over to seal well. Repeat with the remaining crusts and fillings.

Gently rub about 1 teaspoon butter on both sides of the pies and place in aluminum foil. Place the filled pies on the grill, and cook for 5 minutes on each side. Unwrap the pies and return to the grill to brown on both sides, being careful that the crusts do not burn, about 2 minutes per side.

Serve immediately.

In a mixing bowl, combine the flour, salt, and sugar. Add the shortening and work it in with your fingers until the mixture resembles coarse crumbs. Add the water to the flour mixture, 1 tablespoon at a time, and work it in with your fingers, adding only as much as needed to form a smooth ball of dough. Wrap the dough in plastic wrap and allow to rest in the refrigerator at least 30 minutes.

Remove the dough from the refrigerator and place on a lightly floured surface. Divide the dough into 6 small disks. Roll each piece of dough out on the floured surface into a circle about 6 inches in diameter and 1/8 inch thick. Fill and proceed as directed in the recipe.