Place the sweet potatoes in a large pot and cover with cold water by 2 inches. Bring to a simmer over medium-high heat and cook just until the sweet potatoes can be easily pierced with a paring knife, 30 to 35 minutes.
Remove the sweet potatoes from the water, let stand until cool enough to handle, then cut into 1/2-inch-thick wedges. Brush the wedges with the olive oil; sprinkle with the chili powder and a little salt.
Preheat a grill to medium-high. Grill the sweet potato wedges, turning once, until well-marked on both sides, about 5 minutes per side. Remove to a platter. Drizzle with olive oil and sprinkle with salt.