Line a square baking dish with parchment paper and set aside.
Preheat oven to 400 degrees. Pierce sweet potato in several places with a fork or knife. Place in oven to roast over a sheet pan for 40 minutes or until skin is wrinkled and flesh is tender. Remove sweet potato and lower oven temperature to 350 degrees.
Allow sweet potato to cool until safe to handle (about 10 minutes) then carefully remove skin. Cut sweet potato into a few large pieces and place into blender or food processor. Pulse until a puree forms (about 30-45 seconds).
While sweet potato is cooling, add caramel candies, 2 teaspoons sea salt, and one tablespoon milk to a nonstick saucepan and melt over medium heat. Stir together until uniform to form a salted caramel sauce, which will be very sticky (about three minutes).
Mix together flour, ½ teaspoon sea salt, baking powder, and cinnamon.
Add sweet potato puree, brown sugar, milk, melted butter, and vanilla extract to bowl. Stir until uniform and no dry pockets remain. Batter will be thick and sticky.
Spread batter into prepared baking dish. Pour salted caramel back and forth over batter then use a butter knife to swirl the caramel throughout the batter.
Bake for about 50 minutes or until a toothpick inserted between caramel swirls comes out dry (not clean). Bars will be dense and gooey. Let cool completely then cut into nine pieces.