Preheat the oven to 425F. Meanwhile, prepare the toppings. In a small bowl, mix skyr and garlic, and season with salt (err on the side of less garlic to start and add more as needed). In a separate bowl, add the shallot or red onion. Squeeze the juice of 1 lime into the bowl and mix to ensure shallots are fully coated. Refrigerate both toppings for at least 20 minutes before serving (and up to 1 day in advance).
Prick sweet potatoes with a fork. Place on a baking sheet lined with aluminum foil or parchment paper and drizzle with neutral oil. Bake for 40 to 45 minutes until sweet potatoes are soft and a knife easily slides through. Let cool slightly until you’re able to handle them.
While you’re roasting the sweet potatoes, cook the lentils. In a medium pot, heat lentils, water, and spices, and bring to a boil. Reduce the heat and let simmer, covered, until lentils are just barely tender and still have a slight bite, about 20 to 30 minutes.
To assemble, slice open the sweet potato and gently fluff the interior with a fork. Gently scoop some lentils into the potato, then top with a dollop of yogurt, pickled shallot/onion, and cilantro. Serve warm.