Grill em! Seriously, get some Garnet Yams. Scrub them and wrap tightly in tin foil, then throw them on a hot grill for 45-60 minutes, turning every 15 minutes or so. They may start to drip at the end but that's ok. They will come out wonderfully carmelized. The skin will peel off easly, carefull, they will be HOT HOT HOT!
You can also slice them into thick slices. Dip your finger in some vegitable oil and LIGHTLY rub the cut surfaces until covered. Sprinkle a pinch of kosher salt (find it with the spices and flour) on each one and grill over a medium heat. Turn when they are browned, maybe 15 minutes. Wonderfully sweet/salty taste, and the amount of oil is negligable.
Cheers!
Griller