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Start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 375 degrees F and preheat, lid closed, for 5 to 10 minutes.
Pierce the skin of the yams with a fork a few times. Place on a baking sheet or foil tin inside the Traeger and let roast for 50 minutes or until extremely softened.
When soft, peel off skin by hand and cut into cubes. Place sweet potatoes in a deep cast iron or baking dish.
With a stiff whisk, whip together 1 stick butter, brown sugar, vanilla, salt and pepper. Pour over potatoes and sprinkle with marshmallows.
Dot the rest of the butter over the top of the casserole.
Place back in the Traeger for 15 minutes until warm and the marshmallows are golden. Enjoy!