1) Prick the sweet potatoes all over with a fork, drizzle with olive oil and season with salt and pepper. Put them in a roasting tray and roast for 45 minutes until they are very soft. Remove from the oven.
2) In a small sauce pot, over low heat, heat the cream with the bay leaves, then keep warm until ready to puree potatoes. Discard the bay leaves before adding to potatoes.
3) When the potatoes are cool enough to handle, scoop the flesh into the bowl of a food processor. Season with salt, cinnamon, nutmeg, orange zest, and brown sugar. Add cream and butter and puree until very smooth. Serve.