Pierce the sweet potatoes all over with a fork. Bake on a sheet tray until tender, about 1 hour to 1 hour and 20 minutes. Allow the sweet potatoes to cool slightly, then cut them in half and scoop the flesh into a bowl, keeping the skins intact. Set aside the skins on a sheet tray.
Heat a medium saute pan over medium heat. Add the sausage and cook until browned, about 4 minutes, then add the shallots and allow to soften for about 1 minute. Add the pine nuts and stir to combine, allowing them to be coated in the fat. Stir in the raisins, sage and nutmeg, then remove from the heat. Transfer the mixture to the bowl with the sweet potato flesh and allow to cool completely in the refrigerator, about 1 hour.
Meanwhile, place the ricotta in a strainer over a bowl and allow to strain for 15 minutes.
Preheat the oven to 375 degrees F.
Mix the egg, ricotta, Parmesan and pepper to taste into the filling mixture, being sure to keep the mixture chunky.
Spoon the mixture into the skins. Bake until the tops are crispy and golden, 35 to 40 minutes. Garnish with fresh herbs if desired.