Preheat oven 350°. Pierce yams with a fork, and bake for 45 minutes to 1 hour or until soft. (Or you can pierce with a fork then cook in the microwave. 3 minutes on each side.) Cut in half lengthwise, and scoop flesh into large bowl, leaving ½-inch interior border. Place yam shells on a baking sheet.
To flesh, add 3/4 cup brown sugar, egg, 2 tablespoons butter, milk, vanilla, and cinnamon; mix well. Scoop filling into the shells. In a medium bowl, combine oats, pecans, remaining ½ cup brown sugar, and remaining 2 tablespoons butter (melted). Sprinkle topping over yams. Bake for 15 minutes or until topping is lightly browned and filling is hot.