Toast the pecans in a frying pan until golden, then add the cinnamon and a good grating of nutmeg. Cook for another 30 seconds, then transfer to a chopping board.
Bake or steam the sweet potatoes (doing this in the microwave will be quickest) until cooked through. Transfer to the board with the nuts and scoop out the flesh, discarding the skins.
In a bowl, combine the sweet potato, marmalade and butter, mashing it all together, then season. Spoon into an ovenproof dish and top with the marshmallows (you can halve the amount and it'll still be delicious, if you prefer).
Bake for 25 minutes, or until the marshmallows are golden and puffed up. Cool slightly before serving.