Preheat the oven to 350° and set a sheet of foil in the bottom. Rub the sweet potatoes with the oil and prick each one all over with a fork 5 or 6 times. Roast the potatoes directly on the oven rack for about 1 hour, until tender. Let cool slightly.
Split each sweet potato lengthwise and carefully scrape the flesh into a large saucepan. Transfer 12 of the potato skin halves to a baking sheet (discard the remaining 6 skin halves). Using a whisk, mash and whip the sweet potatoes over moderate heat until slightly dry, about 5 minutes. Add the butter, maple syrup and cinnamon. Season the mixture with salt and cayenne, whisking until it is smooth and hot.
Spoon the sweet potatoes into the 12 skins. Press the mini marshmallows onto the mashed sweet potatoes. Bake the potatoes in the center of the oven for 10 to 15 minutes, until heated through. Turn on the broiler and broil for about 1 minute, until the mini marshmallows are toasted. Alternatively, brown the marshmallows using a kitchen blowtorch. Serve the twice-baked potatoes right away.