Preheat the oven to 425 degrees F. Line a baking sheet with aluminum foil or parchment paper and lightly spray it with cooking spray.
Thoroughly wash and dry sweet potatoes. Use a knife to make about 8 crosswise slashes up and down the potato.
Rub the skin with olive oil and sprinkle with salt and pepper. Bake the sweet potatoes for 30 minutes. Rotate the pan 180 degrees and bake for an additional 15-30 minutes. A fork or knife should be easily inserted into the center of the potato when it's finished baking.
Remove from the oven and allow the potatoes to cool for 5 minutes. Season with butter, brown sugar, pecans, marshmallows or any other topping of your choice.
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