Rub the sweet potatoes with the vegetable oil and place on a baking sheet lined with parchment paper. Bake until fork-tender, 1 to 1 1/2 hours. Remove from the oven and let cool, then peel and mash in a large bowl.
Add to the mashed potatoes the brown sugar, cinnamon, nutmeg, salt, vanilla, eggs, and 2 1/2 cups of the milk and mix well. Set aside.
Lower the oven temperature to 350 degrees F.
Combine the graham cracker crumbs and pecan pieces in a food processor and process for about 1 minute, to make a fine meal. With the motor running, gradually pour the melted butter through the feed tube and process for 1 minute. Transfer the crumb mixture to a 13 X 18-inch baking pan and, using your fingers, firmly press the crumbs evenly onto the bottom and up the sides of the pan.
Pour the sweet potato mixture into the crust and spread evenly with a rubber spatula.
Put the chocolate morsels and the remaining 1/2 cup milk in a medium-size saucepan over medium heat and stir constantly until the chocolate melts and the mixture is smooth. Spoon the chocolate in three rows, about 2 inches apart, lengthwise over the sweet potato mixture. Then, with a knife, make a zigzag pattern to marbleize the chocolate and the sweet potato mixture.
Bake until the edges are browned and the filling is set, 20 to 25 minutes. Remove from the oven and let cool completely. To serve, cut into bars.