Pierce the sweet potatoes several times with a knife. Place them on a lined baking sheet and bake in the oven until soft, about 45 minutes. Remove from oven and let cool slightly.
While the sweet potatoes are baking, make the lentils. Heat the oil in a medium saucepan over medium heat. Add the onion and cook a few minutes until they start to soften. Add the garlic and curry powder and cook another minute until fragrant. Add the lentils and water and bring to a boil. Reduce to a simmer and cook 30 minutes, stirring occasionally.
Stir in the coconut milk, salt, pepper and vinegar and simmer another 5-10 minutes until the lentils are creamy and fully cooked (they will still have a little bite).
Cut a slit lengthwise down the sweet potatoes and spread them open. Mash the flesh with a fork to soften it and spoon the lentils on top. Add a dollop of Greek yogurt to each one and top with fresh cilantro and freshly ground black pepper.