Preheat oven to 400°F. Line a 15x10-inch baking pan with parchment paper. Prick sweet potatoes several times with a fork; place in prepared pan. Bake until potatoes are tender when pierced with a knife, 50 to 60 minutes. Let stand until cool enough to handle.
Meanwhile, in an 8-inch skillet melt 2 Tbsp. of the butter over medium. Add shallots; cook, stirring occasionally, until tender, about 2 minutes. Coat a 2-qt. baking dish with cooking spray.
Decrease oven temperature to 350°F. Cut potatoes in half lengthwise and scoop pulp into a large bowl. Add 4 Tbsp. of the butter; mash potatoes. Add cooked shallots and next six ingredients (through pepper); mix well. Transfer to prepared baking dish, spreading evenly.
In a small bowl melt remaining 1 Tbsp. butter in the microwave. Stir in panko and Parmesan. Sprinkle over sweet potato mixture.
Bake potatoes until lightly browned, 20 to 30 minutes. Top with prosciutto and parsley.
