Heat your oven to 425°F.
Scrub then thoroughly dry the sweet potatoes and pierce them in about a half-dozen places with the tip of a sharp paring knife.
Place them on a rimmed sheet pan lined with parchment paper and rub with about 1 tablespoon of olive oil.
Roast until tender, about an hour; the tip of a knife should easily slide through to the centers.
Remove from the oven and let cool slightly.
Meanwhile, heat a small frying pan.
When hot, add the pecans and dry roast them, shaking the pan often for about 2 minutes or until the nuts become fragrant.
Add the remaining 2 tablespoons of olive oil, the honey, and cayenne, and toss well.
Remove from the heat.
Peel the potatoes and cut them into even rounds, about 1/2-inch thick.
Place them on a serving platter and top with the pecan mixture.
Place a small dollop of mascarpone over each slice and drizzle with olive oil.