I'm one of the strange ones too with the flavor of sweet potato. I like to "twice bake" mine where I get them almost done, scoop out the middle and mix with butter, sourcream and bleu cheese and then put back in the skin to finish. Something about bleu cheese goes well with sweet potato IMO.
I'd think you could smoke them and then add the bleu near the end for really good sweet taters!
Chargriller Duo w SFB