Preheat the oven to 400 degrees.

Cut the sweet potatoes in half lengthwise. Brush with olive oil and place face-side down on a parchment-lined baking sheet. Bake until fork-tender, about 25 to 30 minutes. Set aside until cool enough to touch.

Meanwhile, 1 tablespoon olive oil in a large cast iron skillet. Brown the sausage over medium-high heat, breaking it into pieces with your spatula, until cooked through, 5 minutes. Add the shallots and broccoli rabe and cook, stirring occasionally, until soft and lightly charred, 5 minutes. Add the garlic, paprika, and salt. Cook one minute more. Remove from heat.

Using a fork, carefully fluff the center of the sweet potato, creating a well for the filling. Sprinkle each sweet potato with 1 tablespoon of the cheese. Divide the sausage mixture between the potatoes, gently patting the filling into the center of the well. Top with the remaining cheese.

Return the potatoes to the oven until the cheese is melted and beginning to brown, 5 to 10 minutes. Serve immediately.