Mix the mash, bacon, salt and cayenne pepper together and set aside.
Lay a sheet of filo and brush with butter, then add another, brush that with butter and lay a final sheet on top. With a pizza cutter cut 6 squares from the pastry. Repeat with another three layers of filo.
Add the squares of filo into a 12 x greased muffin tin then add a tablespoon and a half of the sweet potato mix. Pour over a dash of maple syrup and bake for 15 minutes at 350°F/180°C.
Remove from the oven and scatter marshmallows on top of each pie, then grill for 5 minutes until the marshmallows have melted.