No need to peel the yams, just poke holes all over them and put them on an oven-safe pan/plate/etc. I do this in the toaster oven, so I usually just use a plate (make sure yours are oven-safe before doing that).
Once the oven is heated, let them roast for 2 hours.
When 2 hours are up, pull them out and let them cool until you can peel them without scalding yourself. The skin should come right off in strips.
Place the peeled yams in a bowl, add the salt and whey, and mash them until they have an applesauce consistency. I do this in a Pyrex bowl with a lid. Once they're all mashed, I stick the lid on the bowl (you could also just use a regular bowl and cover them with a plate) and let them sit on the counter for a day.
After about 24 hours, store them in the fridge. My kids love these with cinnamon sprinkled on top.