Preheat oven to 350°F. Roast sweet potatoes on a rimmed baking sheet until tender, 40–50 minutes. Let cool. Halve lengthwise and scoop flesh from skins; discard skins. Press flesh through ricer into a bowl (you should have 1 packed cup).
Cook sweet potato and condensed milk in a medium nonstick saucepan or skillet over medium heat, stirring often, until thickened and jammy, 6–8 minutes. Stir in powdered milk, lime zest, salt, and 2 Tbsp. sugar. Cook, stirring often, until slightly shiny, about 3 minutes. Transfer to a small bowl; cover with plastic wrap, pressing directly onto surface. Let cool.
Turn out ube mixture onto a work surface and roll into ½"-thick logs. Sprinkle sugar over surface; roll logs in sugar until generously coated. Cut into 1 ½" pieces.
Candies can be made 2 weeks ahead. Wrap tightly and chill.
