Preheat oven to 400 degrees F. Cut 1/4 inch off end of each sweet potato and place on foil-lined cookie sheet. Bake for 1 hour and 15 minutes, or until tender.
Meanwhile, heat olive oil over medium-high heat in large, wide nonstick skillet. Add onion and sauté for about 5 minutes. Add bell pepper and continue cooking another 8 minutes or so. Add garlic and stir for one minute. Sprinkle chili powder, cumin, and oregano over vegetables and stir for one more minute, allowing the spices and herb to bloom.
Stir in canned tomatoes, with their juices, and the drained beans. Bring mixture to a boil, then lower heat to simmer. Cover and cook for 20 minutes.
Add diced squash and jalapeño to chili mixture. Cover and cook for about 7 minutes, until squash is just tender.
Place one sweet potato on each plate. Split each potato open, mashing flesh within with a fork. Spoon some chili onto the sweet potatoes.
Serve potatoes with lime wedges, which each person can squeeze over the chili. Pass around yogurt and chopped cilantro (or parsley), if desired.