Preheat oven to 350 degrees F. Poke holes in sweet potato with a fork, then wrap each tightly in aluminum foil. Bake for 45-60 minutes, or until potatoes and tender to the touch. Unwrap foil and cut a slit down the middle of each sweet potato. Let sit until cool enough to handle.
While potatoes are baking, heat a large skillet over medium heat. Add bacon and cook until crispy and fat is rendered, then remove with a slotted spoon and place on a paper towel to drain. Add apples to the skillet with nutmeg and sage, tossing to coat, then cook until soft and somewhat caramelized. Toss bacon back into the skillet and set aside until ready to stuff.
Once sweet potatoes are somewhat cool, cut a slit down the middle and gently remove the flesh with a spoon, trying to keep the potato intact. Add the sweet potato flesh to a large bowl, then mash with 3 ounces of goat cheese, cinnamon, nutmeg, salt and pepper. Taste and adjust seasonings if desired, then scoop flash back into the potato skins. At this point you can re-warm the potatoes (if you let them cool completely) in the oven, then top with remaining goat cheese. Spoon the apple bacon mixture evenly on top and serve!