1. Preheat oven to 425º. Place sweet potatoes on an aluminum foil-lined baking sheet. Bake at 425° for 45 minutes or until tender. Let stand 20 minutes. Reduce oven temperature to 350º.
2. Meanwhile, cut oranges in half crosswise. Scoop out pulp using a spoon, leaving peel intact. Reserve orange pulp for another use.
3. Peel sweet potatoes, and place potato pulp in a large bowl. Add sweetened condensed milk and next 7 ingredients. Beat at medium speed with an electric mixer until smooth, stopping occasionally to remove any tough fibers, if necessary. Spoon about 1/2 cup mixture into each orange cup. Place orange cups in a 13- x 9-inch baking dish.
4. Bake at 350° for 20 minutes. Remove from oven, and top with marshmallows, pressing lightly to adhere. Bake 15 to 20 minutes or until marshmallows are melted and golden brown.
Note: Orange cups and sweet potatoes can be made 1 day ahead. Chill scooped orange cups and baked sweet potatoes in separate zip-top plastic bags until ready to assemble.
Pecan-Ginger-Sweet Potato Cups: Prepare recipe as directed through Step 3, adding 3/4 tsp. ground ginger with sweetened condensed milk. Bake cups at 350° for 20 minutes. Top with 1/2 cup chopped pecans; top with marshmallows as directed. Proceed with recipe as directed.