COOK IT.
Preheat pellet grill or smoker to 325F.
Coat the whole potatoes/yams with oil evenly, then place on the upper rack of your grill. Rotate them every 10 minutes to ensure even cooking.
Once the yams are soft enough to stick a skewer all the way through without resistance (about 20 minutes), remove from the grill and allow to sit 15-20 minutes.
Using a paring knife, gently remove the skins from the yams, then slice into 1/2" thick coins and place into a shallow baking dish, laying in shingles.
Pour cream and maple syrup over the top of the potatoes, and sprinkle with salt and pepper and chopped pecans.
Place back on the upper rack of your grill and bake for about 15 minutes or until the cream thickens. Then, top with marshmallows and bake for an additional 10 minutes or until the marshmallows turn golden brown.
Serve immediately.