Roast sweet potatoes: Preheat oven to 375 degrees F. Use a fork to prick the skin of each sweet potato several times. Place on a baking sheet lined with parchment paper and roast until tender, 50–60 minutes. (Note: Sweet potatoes can be roasted up to 2 days in advance. Once cooked, cool completely, then place in an airtight container and store in the refrigerator.)
Bacon-Pecan Streusel: While the sweet potatoes are roasting, make the streusel. In a bowl, add flour and brown sugar and stir to combine. Add the diced butter; use your fingers or a pastry cutter to cut the butter into the dry ingredients until the mixture develops pea-sized crumbles. Stir in the pecans and bacon. Cover and refrigerate until ready to use. (Note: Bacon-Pecan Streusel can be made up to 2 days in advance. Store in an airtight container in the refrigerator.)
Filling: When the sweet potatoes are tender, remove from oven (leaving the oven on) and allow them to cool, about 10 minutes. When cool enough to handle, cut each in half lengthwise and carefully spoon out the flesh, leaving the skins intact. Place potato skins back onto the rimmed baking sheet and set aside. (Note: If you cut into the sweet potatoes and find they’re not completely cooked, place them in the microwave for 1–2 minutes.)
In a food processor, combine sweet potato flesh, cream, butter, cinnamon, nutmeg, and salt. Pulse to combine, starting on low; scrape down the sides of the bowl as needed and pulse again at medium, adding more cream (or water) if the mixture is too thick. When the mixture is creamy and smooth, taste, adjust seasoning, and transfer to a bowl.
Spoon the sweet potato mixture into the hollowed-out skins, just to the top of the shell. Once all the shells have been filled, distribute remaining mixture evenly among the shells. (Note: This can be done up to one day ahead. Cover and store in the refrigerator; bring to room temperature before proceeding.) Sprinkle the streusel evenly on top of each filled shell. Return to the oven and bake, 10 minutes or until the streusel is toasted and lightly browned.
Remove potatoes from the oven and turn on the broiler; set the rack to 6 inches beneath the heat source. Sprinkle mini marshmallows evenly on top of the potatoes. Just before you are ready to serve them, place the potatoes under the broiler. Broil, keeping a watchful eye to prevent burning, until the marshmallows are brown and toasty, 15-30 seconds. Serve immediately.