Preheat oven to 375°F.
Wash sweet potato thoroughly, pat dry, and pierce 3-4 times with a fork. Place potato on microwave-safe plate and microwave 5 minutes. If your potato isn’t fork tender after 5 minutes, continue microwaving in 30 second increments.
Let sit until cool enough to handle.
Meanwhile, mix orange zest, chopped thyme, 1/2 tsp. salt, and 1/4 tsp. pepper in a small bowl. Rub turkey tenderloin all over with zest mixture and let sit at room temperature 15 minutes.
Heat oil in a large ovenproof skillet over medium-high until shimmering.
Sear turkey, turning occasionally, until lightly browned on all sides, about 5 minutes.
Transfer skillet to oven and roast turkey, turning once halfway through, until an instant-read thermometer inserted into the center registers 165°F, 8–10 minutes.
Transfer turkey to a cutting board and let sit at least 5 minutes before slicing;
Slice potato in half lengthwise.
Working over a medium bowl, scoop out flesh from 1 half, leaving a 1/2"-thick layer of flesh inside the skin—this will be your "boat."
Place "boat" on same foil-lined sheet.
Scoop out all flesh from remaining half into bowl; discard skin.
Mash flesh with a whisk.
Add egg yolk, 1 Tbsp. butter, 1 Tbsp. orange juice, and 1/2 tsp. salt and whisk until mixture is as smooth as possible.
Taste and adjust seasoning, if desired.
Spoon filling into prepared "boat." Top with pecans and marshmallows.
Bake potato "boat" until top is lightly puffed and golden brown, about 15 minutes.
In a medium sauce pan heat gravy
Meanwhile, heat 1 Tbsp. butter in a small skillet over medium until melted.
Add shallot and cook, stirring, 1 minute.
Add green beans, cover, and cook, stirring occasionally, until beans are crisp-tender and shallot is lightly caramelized, 3–4 minutes.
Season with 1/8 tsp. salt and a pinch of pepper.
Transfer sliced turkey to a plate. Spoon gravy over. Serve with green beans and stuffed sweet potato alongside.
If the sweet potato is just not enough, add a side of Stove Top Cornbread Stuffing