Preheat oven to 450 degrees. On a rimmed baking sheet, rub sweet potatoes with oil; season with salt and pepper. Bake until tender, 40 to 45 minutes. Let cool on sheet (keep oven on).
Halve sweet potatoes lengthwise; scoop out 1/3 cup flesh from each half into a medium bowl. Add buttermilk and paprika to bowl. Mash until smooth; season with salt and pepper. Stuff sweet-potato skins with filling. (To store, refrigerate, up to 2 days.)
Arrange sweet-potato skins on sheet; bake until lightly browned around edges, about 15 minutes.
Meanwhile, in a skillet, cook bacon over medium until crisp, 5 to 8 minutes. Drain on a paper-towel-lined plate; crumble. Stir together sour cream and 2 tablespoons water; drizzle over sweet-potato skins. Garnish with bacon, paprika, and scallion; cut in half to serve.