Preheat your pellet grill to 225°F (107°C).
Scrub, rinse, and pat the sweet potatoes dry. Place them on foil, drizzle with olive oil, and season with salt and pepper.
Place the sweet potatoes directly on the pellet grill rack or smoker and close the lid. Smoke for 1½-2 hours or until they're tender when pierced with a fork or sharp knife. Rotate the potatoes halfway through the estimated smoking time for even cooking.
Once the sweet potatoes are done, remove them from the smoker. Slice each sweet potato down the middle, being careful not to cut it all the way through. Gently squeeze the ends of the potato to open up the middle.
Gently fluff the inside of the potato with a fork to loosen the flesh and make it easier to eat.
Serve immediately as is, or top with butter, green onions, and other desired toppings.