Preheat the oven to 375. Line a baking sheet with aluminum foil or parchment. Wash and scrub the sweet potatoes and pierce them in a few places with a small knife or fork. Place on the baking sheet and roast for 40-60 minutes (depending on the size). Remove from oven and set aside until cool enough to handle.
Add the oil to a skillet over medium high heat. Add the sausage and reduce the heat to medium. Brown, breaking up the sausage into bits, about 5 or 6 minutes. Remove from pan. You can either pour off most of the fat and add the butter, or just leave the fat in like I did and omit the butter. Add the leeks, thyme, sage, and salt to the pan and saute until golden about 10 minutes.
Cut the sweet potatoes in half and gently scoop out the flesh leaving about 1/4 inch around the skin. Place the scooped out flesh into a medium bowl and mash it a bit with a fork or spoon. Stir in the sour cream and season with salt. Add the sausage and leeks and stir to combine. Spoon the filling carefully back into the sweet potato shells, mounding it up. Place them back on a lined sheet pan and top with the grated cheese.
Preheat a broiler and broil the sweet potatoes until the cheese is melted and golden.