Preheat the oven to 400°F. Line a sheet pan with parchment.
Pierce the sweet potato a few times with the tines of a fork, wrap it in aluminum foil, and bake until tender when poked with a fork or skewer, about 45 minutes. When cool enough to handle, cut the sweet potato in half, scrape the flesh into a bowl, and mash with a fork. Measure ¾ cup mashed sweet potato. Once cooled to room temperature, set aside in the refrigerator to chill.
In a large bowl, combine the flour, brown sugar, baking powder, salt, baking soda, and thyme or rosemary. Using your fingertips or a pastry cutter, mix the butter into the flour until it resembles a coarse meal. Stir in the ham, jalapeño, cheese, and orange zest. Chill the flour mixture for 10 minutes. (When making biscuits, you will get the best results if all your components are cold. If it is a hot day, chill the mixture in the freezer. On a cold day, the refrigerator will do.)
In a small bowl, whisk together the chilled sweet potato, egg, and buttermilk. Fold this into the chilled flour mixture to form a dough. The dough will be soft and fairly moist.
Turn out the dough onto a lightly floured work surface and roll it into a rectangle (it does not have to be perfect). Fold the dough into thirds as if you were folding a letter to put in an envelope. Turn the piece of dough 90 degrees, roll it back out, and fold into thirds again. Repeat these steps, folding, turning, and rolling a total of six to eight times. This process is what creates the biscuit’s layers. Finally, roll the dough to ½-inch thickness and cut into 2½-inch rounds with a biscuit cutter, cookie cutter, or the rim of a glass. Gather the scraps, reroll, and cut again. (You will not repeat the folding process at this point.) Repeat a third time, if needed, until all the dough is used. You should end up with 12 biscuits. (Be aware that the second and third rerolls will not rise as much as the batch you cut first.) Or, if you prefer, you can cut the biscuits into 12 squares using a sharp knife.
Place the biscuits on the prepared sheet pan just touching each other. Bake for 10 to 12 minutes, until light golden brown. Transfer to a rack to cool slightly, then serve with your favorite topping.
Note: You may roast and mash the sweet potato the day before you plan to make the biscuits. Let it cool to room temperature, then store in a covered container in the refrigerator.