Preheat oven to 375°. Scrub sweet potatoes; pierce each several times with a fork. Place in a foil-lined 15x10x1-in. baking pan; bake until tender, 1 to 1-1/4 hours. Cool slightly.
Cut a thin slice off the top of each potato; discard slice. Scoop out pulp, leaving thin shells. In a large bowl, mash pulp with butter, salt and pepper; stir in cheese and bacon. Spoon into potato shells.
Return to pan. Bake until heated through, 15-20 minutes.