How can I get sweet potato skin to caramelize without baking?
A microwave with a grill (broiler) element does this. You need to turn the sweet potatoes over a couple of times to get reasonably even coverage. Better still is a microwave with a combination microwave and convection mode (but these aren't cheap). 

If you don't have such a microwave, you can try preheating your grill while the potatoes are cooking and finishing them off there.