Preheat oven to 350°F. Pierce each sweet potato twice with tip of knife.
Bake until soft, about 50 minutes. Set aside until cool enough to handle but still very warm. Reduce oven heat to 325°F.
Cut potatoes in half lengthwise. Scoop out flesh and place in medium bowl, being careful not to tear skin. Reserve skins. Add pineapple, oil, butter, sugar, zest, and salt to potato flesh. Whip with electric mixer or whisk until slightly fluffy.
Place skin shells on baking sheet. Fill with potato mixture, mounding each. Bake 15 minutes. Sprinkle with pecans. Bake 5 minutes longer.