Bake the Yams. 1  Place half the yams in a 1-quart casserole. 2  Bake, uncovered, in a 375 degree F oven for 30 to 35 minutes or until the yams are glazed, spooning the liquid over the yams once or twice during cooking. 3  Sprinkle with marshmallows and bake for 5 minutes more.