Preheat the oven to 375 degrees F. Place the sweet potatoes on a baking sheet (do not pierce) and bake 30 to 40 minutes. Lightly squeeze the potatoes: If they're slightly soft, they're done. Let cool.
Lightly toast the pecans in a medium saute pan over high heat, shaking the pan occasionally, about 3 minutes. Add the butter, then reduce the heat to medium and stir in the agave, cinnamon, nutmeg and cayenne; let simmer 4 to 5 minutes. Add the whiskey and 1/2 teaspoon salt; simmer 5 more minutes.
Butter the bottom and sides of an 8-inch-square baking dish. Remove the peel from the sweet potatoes and cut crosswise into 1/2-inch-thick slices. Arrange the sweet potato and apple slices in the prepared pan, alternating. Pour the whiskey-pecan mixture over the top. Cover with aluminum foil and bake 15 minutes. Remove the foil and baste the top with the whiskey sauce that's collected in the bottom of the pan; continue baking until the apples are soft and glazed, about 18 more minutes.
Photographs by Kang Kim
Recipe courtesy Guy Fieri for Food Network Magazine
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