Put the sweet potato wedges into a large bowl. Add olive oil and sea salt. Toss and coat completely.
Line a baking sheet (or two) with tin foil or parchment paper. Lay the sweet potatoes out in a single layer. Bake in a preheated 475-degree oven for 25 to 30 minutes. It really depends on how thick your fries are.
Meanwhile, line a cake pan with tin foil. Arrange marshmallows in a single layer.
Add the marshmallows to the oven with the sweet potatoes. Cook until the marshmallows begin to puff and toast, about 5 minutes.
Add the heavy cream and marshmallows to a blender. Blend until smooth. Add more cream if you need to thin the dip out.
Take the fries out of the oven. Check for seasoning, and add more salt if needed. Serve with toasted marshmallow dip.