Prepare the Oven and Pan: Preheat the oven to 350°F and butter a small baking dish (about 1 1/4 to 1 1/2-quart size).
Prepare the Filling: Mash the sweet potatoes in a large bowl. Add the brown sugar, cinnamon, nutmeg, sea salt, and vanilla; mix well. Add the egg and milk and mix until well blended. Spread the filling in the baking dish.
Bake: Transfer to the oven and bake for 15 minutes. Remove the casserole to a rack and top with marshmallows.
Brown the Marshmallows: Return the casserole to the oven and continue baking for 10 minutes or until the marshmallows are puffed and browned.
Notes
*For a vegetarian dish, use vegan or plant-based marshmallows.