Place potatoes on parchment paper or Silpat and bake approximately 1 1/2 hours or until soft. Peel the potatoes, transfer to a bowl, and mash. Stir in butter, orange juice, brown sugar, vanilla, cinnamon, ginger, nutmeg and salt, and mix until incorporated. Set aside and prepare oranges.
For the orange shells, cut each orange in half and scoop out the pulp using a small knife or grapefruit spoon. Reserve the pulp for another use.
Fill each orange shell with the potato mixture and smooth top. Reduce oven temperature to 350°.
In medium size bowl, stir together flour, oats, brown sugar, pecans and salt. Using your fingers, rub butter into the flour mixture until large crumbles form. Mound the crumble mixture over sweet potato mixture, dot with marshmallows and bake until filling is hot and crumble and marshmallows are browned, about 30 minutes. Let cool about 15 minutes before serving.