Preheat oven to 400 degrees F. Line a baking sheet with parchment paper and place sweet potatoes on sheet. Poke a few holes in each potato with a fork.
Bake 75 minutes or until soft. Remove from oven, cool for 5 minutes, and then slice each potato in half lengthwise.
Scoop out most of the potato into a medium bowl, leaving a thin layer inside.
Brush the skins with olive oil and place back on the baking sheet. Bake for 10 minutes.
While skins are baking, mash up the sweet potato in the bowl with the milk, cream, salt, and pepper.
After removing the skins from the oven, divide the mashed sweet potato evenly between the four skins. Sprinkle the cheese over the skins and bake for an additional 15 minutes.
While skins are baking, cut the two strips of bacon into small pieces and crisp in a pan. Drain and set aside.
Once the sweet potatoes are out of the oven, top with the bacon pieces and serve immediately.