Set your oven to 425°F and allow it to heat up while you prepare the sweet potatoes.
Wash and scrub the sweet potatoes thoroughly, then pat them dry. Use a fork to poke several holes around each potato. Place them on a baking sheet and bake for about 45 minutes, or until they're tender and easily pierced with a fork.
Remove the sweet potatoes from the oven and let them cool slightly until they're safe to handle. Slice each potato in half lengthwise. Carefully scoop out the flesh, leaving a thin layer along the sides and bottom to help the skins hold their shape.
Transfer the scooped-out sweet potato flesh to a mixing bowl. Add the milk, vanilla extract, cinnamon, and salt. Mash everything together with a fork until the mixture is creamy and well combined.
Arrange the hollowed-out sweet potato skins on a small baking sheet, cut side facing up. Spoon the mashed sweet potato mixture evenly into each shell, spreading it gently to fill the centers.
Sprinkle the mini marshmallows and chopped pecans over each filled sweet potato. Place under the broiler for 1-2 minutes, watching closely, until the marshmallows are lightly toasted and golden brown.
Remove from the oven and serve warm.