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Preheat oven to 375 degrees.
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Place a yam half cut-side down on a cutting board. Lay chopsticks or thin wooden spoon handles on either side (lengthwise) of the yam. Make cuts (crosswise) about ⅛ inch apart , but don't cut all the way through. The chopsticks will prevent you from slicing straight through.
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Repeat with remaining yam halves.
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Combine the remaining ingredients in a bowl and divide into six equal portions.
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Lay yam halves flat side down in a baking dish coated with cooking spray and top each half with a portion of the compound butter. Cover the dish with foil.
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Roast for 40 mins, basting the yams occasionally. Uncover and roast for another 10 - 15 mins or until the yams are caramelized and can be easily pierced with a fork.
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Switch the oven to the broil setting and scatter the marshmallows over the yams.
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Broil until marshmallows are golden brown. Serve immediately.