Preheat the oven to 375 degrees F and line a baking sheet with parchment paper.
Add the flour, butter, and baking powder to a medium bowl. Mix together with a fork (or clean hands) to form crumbs.
Add the sweet potato and milk and use a spoon to mix together. The batter will be thick.
Gather the batter into a ball and place onto a sheet of lightly floured parchment paper. Sprinkle with a little additional flour and place another piece of parchment on top. Roll out the dough between the parchment to about 1/4-1/2-inch thick.
Cut out rounds or cut into 1x4-inch rectangles. (I used a 2-inch round cookie cutter.) Place onto the prepared baking sheet. Re-roll the dough as needed to finish cutting out the biscuits.
Optional: Brush each biscuit with a little egg yolk.
Bake for 20-22 minutes, or until golden brown around the edges and on the bottoms. Remove from the oven and let cool on the baking sheet.