Stir together butter, scallions, garlic, orange zest, orange juice, paprika, and 1/4 teaspoon each of the salt and pepper in a small bowl until well combined. Set aside.
Preheat grill to medium (350°F to 400°F). Peel sweet potatoes, and cut lengthwise into 1/2-inch-thick wedges. Place potato wedges in a large bowl; add oil, thyme, cayenne, and remaining 1 teaspoon salt and 1/4 teaspoon pepper. Toss to coat.
Grill potato wedges, turning often, until tender when pierced with a fork, 10 to 15 minutes.
Return grilled potato wedges to bowl; add scallion butter, and stir to coat. Transfer to a serving platter, and sprinkle with cilantro. Serve immediately.