Preheat the oven to 350 degrees F (175 degrees C).

Rub sweet potato skins with salad oil. Wrap potatoes in aluminum foil and bake in preheated oven for 1 hour, or until soft.

Meanwhile, in a large bowl combine cream cheese, brown sugar, margarine, vanilla, salt and pepper.

Cut potatoes in half and scoop flesh into the bowl with the other ingredients. Mix well and fold in walnuts. Spoon mixture into potato skins.

Bake for 5 minutes, or until heated through.