Scrub and pierce sweet potato. Bake at 375° for 1 hour or until tender. When cool enough to handle. Cut potato in half lengthwise. Scoop out the pulp, leaving thin shells.
In a small bowl, mash the pulp with butter and honey; stir in walnuts. Spoon into potato shells. Bake, uncovered, at 375° for 20 minutes. Top with marshmallows; bake 5-10 minutes longer or until marshmallows are toasted.