Wash and scrub potatoes. Pat dry.
Coat potatoes with butter.
When ready to cook, start your smoker. I use a Traeger so I start on the smoke setting with the lid open for about five minutes. Once the fire has established close the lid and set temperature to 375 degrees and preheat, lid closed, for about 15 minutes.
Place the sweet potatoes on the grill grate and smoke until soft, 1 - 1.5 hours depending on the size of your sweet potatoes.
Once sweet potatoes are soft remove from the grill. Coat with more butter and cover with brown sugar. Slice the center of the sweet potato and press on the sides to create and opening. Stuff each sweet potato with butter, brown sugar, cinnamon, sliced pecans, and marshmallows. In that order.
Return to the smoker for about five minutes, or until marshmallows are lightly browned.