Preheat oven to 400. Wash potatoes and prick with fork. Place all potatoes directly on oven rack and bake until cooked through, about 45-60 minutes, depending on size.
Remove potatoes from oven and allow to cool on a rack for about ten minutes before handling. Reduce oven to 375.
Peel yam and place it in a bowl. Mash until smooth and season with salt.
Take baked potatoes and cut a thin slice off the top of each. Carefully scoop out most of the insides, leaving the shells intact, and place the insides in a separate bowl. To the bowl, add melted butter, sour cream, milk, most of the green onions (saving some to sprinkle on top), most of the cheddar cheese (saving some to sprinkle on top), and salt and pepper.
Carefully fold mashed sweet potatoes into baked potato mixture until a marbled effect is reached. Do not over mix. Carefully scoop heaping spoons of potato mixture into baked potato shells. Sprinkle remaining cheese and green onions on top and return potatoes to oven for 20 minutes or until cheese is melted and beginning to brown.
While the potatoes are cooking, cook bacon until crisp. Cool and crumble.
Remove potatoes from oven, sprinkle with bacon, and top with a pinch of freshly grated nutmeg.