Scrub sweet potato and pierce several times with a fork. Drizzle with olive oil and place on a baking sheet lined with parchment paper. Bake for 50-60 minutes until tender.
While the sweet potato is roasting, add olive oil to a pan. In a small bowl, whisk the eggs with the coconut milk, sea salt, and black pepper. Pour into the pan over low medium heat and slowly scramble for ~5 minutes.
Remove the sweet potato from the oven and allow to cool for 5-10 minutes. Split open the sweet potato and stuff with the scrambled eggs.
Store sweet potatoes in an airtight container with garnishes on the side. Serve with hot sauce and avocado.