Cook the sweet potatoes: Preheat oven to 425° F.* Line a rimmed baking sheet with parchment paper. Scrub sweet potatoes and pat them dry. Place on the prepared baking sheet. Use a fork to poke a few holes in the top of each sweet potato.
Bake sweet potatoes in the preheated oven until very soft when pierced with a fork: 50-65 minutes for medium sweet potatoes, 40-50 minutes for small sweet potatoes, or 65+ minutes for large sweet potatoes. Allow potatoes to cool slightly, until cool enough to handle.
Reduce oven temperature to 350° F.
Slice potatoes in half and scoop out the flesh into a large mixing bowl. Discard the skins.
Add the cubes of butter to the bowl. Use a fork or potato masher to mash the sweet potatoes.
Add the honey, cinnamon, salt, nutmeg and vanilla. Use a hand mixer or spoon to mix until very well combined.
Mix in the warmed milk and egg until just combined.
Transfer the sweet potato mixture to an 8x8-inch baking dish.
To make the topping, in a small bowl, stir together the pecans, brown sugar and cinnamon. Sprinkle over the top of the casserole.
Cover with foil and bake at 350° F for 20 minutes. Uncover and continue baking for 20-25 minutes, or until topping is lightly browned and casserole is at least 160° F in the center. Let sweet potato casserole rest for 5 minutes before serving.