Preheat oven to 425 degrees F and line a large baking sheet with foil.
Wash and dry the potatoes, then cut them in half lengthwise. Place them face down on the baking sheet and gently poke a few holes in the back of each one with a fork. Next, rub the potatoes with vegetable oil and sprinkle the cut sides with salt and pepper.
Place the potatoes face down on the baking sheet and roast in the oven until tender, about 30 minutes. Carefully flip the potatoes using tongs and let them cool at room temperature until they can be handled, about 20 minutes.
Preheat oven to 350 degrees F. In the meantime, carefully scoop out the sweet potato flesh into a medium bowl. Leave a thin layer of flesh along the inside of the potato skins to help maintain their shape.
Mash the sweet potato with a fork or potato masher. If you're making a large batch, you can use a hand mixer to help mash them more easily. Once the consistency is smooth, stir in softened butter, brown sugar, cinnamon, and nutmeg until fully incorporated. Next, spoon the mixture back into the potato skins, gently compressing it with the back of the spoon to re-shape the skins.
Smooth out the tops of the refilled sweet potatoes. In a small bowl, combine brown sugar and cinnamon to make the cinnamon sugar topping. Sprinkle evenly over the potatoes. Finally, gently press mini marshmallows into the tops of each potato.
Bake the sweet potatoes at 350 until warmed through and the marshmallows are toasted, about 10 to 12 minutes. Serve immediately.