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Start the Traeger on Smoke with the lid open until a fire is established (4-5 minutes). Close lid and set to High allowing grill to preheat (about 5-10 minutes).
Place a sweet potato on a clean, flat surface horizontally between the handles of 2 wooden spoons. Slice the potato into thin slices, leaving 1/4 inch at the bottom unsliced. The spoon handles will prevent slicing the potato all the way through. Repeat with every potato.
Insert a thin slice of butter between the potato slices. Sprinkle with kosher salt, brown sugar, and nutmeg.
Place potatoes on a pan in the grill and bake for one hour. The sweet potatoes should be cooked through and crispy looking on top.
Add a dollop of marshmallow cream or marshmallow sauce to the top of each potato.
To make marshmallow sauce, combine mini marshmallows with 1 Tbsp. butter on stovetop over medium heat until mallows are melted and creamy. Top with additional brown sugar if desired.
Place the pan back into the grill for an additional 5-10 minutes or until the marshmallows have melted and brown sugar on top has caramelized. Remove from the oven and enjoy!