Preheat the oven to 350 degrees F. Line a baking sheet with foil and place a rack on top of the foil.
Pierce the sweet potatoes all over with a fork and place on the rack.
Bake the sweet potatoes until tender when pierced with a fork, 50 to 55 minutes.
Let the potatoes cool for 10 minutes, then cut into quarters. Scoop out the flesh, leaving a ¼-inch border of potato. Reserve the flesh for another use.
Preheat the broiler.
Lightly brush both sides of each potato skin with canola oil, then place the potato skins on the rack, skin side up.
Broil until the skins are starting to turn crispy, 2 to 3 minutes. Turn them over, then broil for additional 1 to 2 minutes, or until the edges are starting to brown.
Sprinkler the pepper, salt, goat cheese and bacon evenly between the potato skins.
Broil until the cheese is starting to melt, about 2 minutes.