Preheat the oven to 375ºF.

In a large mixing bowl, toss the sweet potatoes with the oil and transfer them to a baking sheet and roast until tender, about 1 1/2 hours. Remove from the oven and let cool completely.

In a large mixing bowl, combine the flour, sugar, salt, and baking powder together.  Add the shortening and work it in with your hands until the mixture resembles coarse crumbs. In a small bowl whisk the egg and milk together.  Gradually add the egg mixture to the flour mixture, working to make a smooth dough. Wrap the dough in plastic wrap and refrigerate for at least 30 minutes.

Turn the dough onto a lightly floured work surface. Roll it out into a rectangle about 24 X 8 inches and 1/8 inch thick. With a sharp knife, cut 12 four-inch squares. Set aside.

Peel the potatoes and put the flesh in a large mixing bowl. Add the egg yolk, cane syrup, cinnamon, nutmeg, and a splash of the bourbon and mix well. Place about 1/8 cup of the filling in the center of each pastry square. Fold one corner to the opposite corner to form a triangle. Using the tines of a fork, crimp the edges to seal.

Heat 4 inches of oil in a large, heavy pot or electric fryer to 360ºF. Fry the pies, 2 or 3 at a time, until golden brown, turning them once. Remove the pies and drain on paper towels. Sprinkle generously with granulated sugar.

Combine the confectioners’ sugar, the milk, and the remaining splash of bourbon in a small mixing bowl and mix until smooth. Drizzle over the hot pies and serve immediately.