Preheat your oven to 350°F and line a baking sheet with foil. Wash and poke 8-10 holes in each potato with a fork—this prevents them from exploding inside your oven. I learned this the hard way after finding sweet potato all over my rack. Roast for 35-40 minutes until the skin wrinkles slightly and you can pierce the flesh with zero resistance.
Let the potatoes cool just enough to handle, then scoop the flesh into a bowl—you'll have roughly 3 cups of soft, warm potato. Discard the skins completely. The reason you roast instead of boil: roasting concentrates the sugars, so your easy sweet potato casserole tastes more like itself and less like vegetable mush.
Add butter, brown sugar, cinnamon, nutmeg, vanilla, and salt to the warm potatoes. Mash gently with a fork—don't use a mixer here because overworking the potatoes releases starch and makes them gluey. I stop as soon as I see a few small lumps remaining, which keeps the texture alive.
In a separate small bowl, whisk together the milk and eggs until the color lightens slightly and the mixture becomes frothy—takes about 45 seconds. Tempering matters: slowly pour this custard into the potato mixture while stirring constantly. This prevents the eggs from scrambling, which would create an unpleasant grainy texture. Fold gently until just combined.
Pour the filling into a 9x13-inch baking dish and smooth the top with the back of a spoon. Bake covered with foil for 25 minutes—the foil traps steam so the filling stays soft underneath while the top dries out just slightly. This is the moment your sweet potato casserole Thanksgiving recipe needs patience because rushing here leaves a soggy surface.
Remove the foil and scatter the marshmallows evenly across the top, then sprinkle the pecans between them in a pattern. Return to the oven uncovered for 12-15 minutes until the marshmallows puff and the edges turn golden-brown while centers stay pale. Watch at the 12-minute mark because marshmallows burn faster than you'd expect. The pecans toast alongside them, so they'll smell toasty and warm when it's done.
Let the whole casserole rest for 5 minutes on the counter before serving. This resting period sets the custard just enough that it holds together on the spoon but still feels creamy. If you cut into it immediately, the filling runs all over the plate and looks sloppy—definitely not the first impression you want for your thanksgiving family side.