Heat the oven to 200ºC (400ºF).
Prick the yams with a fork 4 times in different places, then place them on a cookie tray in the oven.
Check them after 40 minutes by pushing on them with a fork. If they are ready to take out, they with squash easily. Depending on the size of the yams, this could take longer. Keep testing them every 15 minutes until they are cooked through and soft.
Once the yams are cooked, take them out of the oven. Put the pecan halves on another cookie tray and bake them for 10 minutes. Keep an eye on them as they burn quickly.
When the yams have cooled enough to touch, peel the skin off with your fingers and leave them to drain in a colander for 30 minutes.
Put the yams in a bowl and stir in melted butter, sugar and vanilla essence.
Grease a baking dish with butter and spread the yam mixture in the dish.
Crumble the pecans with your hands and sprinkle them evenly over the yams.
Put the marshmallows on top.
Bake in the oven for 25 minutes.