Preheat the oven to 375°F. Scrub the sweet potatoes clean and pierce each one several times with a fork. Place them on a baking sheet and bake for about 60 minutes, or until very soft when pierced with a knife.
Remove the sweet potatoes from the oven and let them cool slightly until easy to handle. Slice each potato in half lengthwise and carefully scoop out the flesh, leaving a thin layer of potato inside the skins so they hold their shape.
Transfer the scooped sweet potato flesh to a mixing bowl. Add the cream cheese, brown sugar, and cinnamon, then mash until smooth and well combined.
Spoon the sweet potato mixture back into the potato skins, smoothing the tops. Sprinkle evenly with the chopped pecans.
Place the filled sweet potatoes back on the baking sheet and bake uncovered for 15–20 minutes, or until heated through and lightly golden on top. Serve warm.
Choose evenly sized sweet potatoes: Similar-sized potatoes bake more evenly and finish at the same time.
Bake until very soft: The sweet potatoes should be completely tender before scooping. If they’re underbaked, the filling can turn lumpy instead of creamy.
Don’t scoop too much: Leave a thin layer of sweet potato inside the skins so they stay sturdy and don’t collapse during the second bake.
Mash while warm: Mashing the sweet potato flesh while it’s still warm helps the cream cheese blend smoothly into the filling.
Make ahead if needed: The sweet potatoes can be assembled up to one day in advance, covered, and refrigerated. Bake just before serving.