You cook candy yams by slicing sweet potatoes, placing them in a baking dish, and coating them thoroughly with butter, brown sugar, cinnamon, and nutmeg. Bake the sweet potato slices in the oven until they become tender and the surrounding sugar melts into a thick, sweet syrup. Some cooks also scatter miniature marshmallows over the top during the final minutes in the oven for an extra sweet topping. This classic holiday side dish is popular during Thanksgiving dinners and family gatherings.