Stir together mashed sweet potatoes, goat cheese, and ground chipotle chile pepper. Spread mixture on toasted rye bread slices. Cook bacon in a skillet over medium heat 4 to 5 minutes or until crisp; remove bacon. Drain on paper towels, reserving 1 Tbsp. drippings in skillet. Crumble bacon. Sauté onion in hot drippings until caramelized. Add mushrooms and chopped fresh thyme; sauté 2 minutes. Stir in bacon; spoon over sweet potato mixture. Place sandwiches on a baking sheet. Bake at 425° for 8 minutes. Top with fresh thyme sprigs.