Heat oven to 425°F. Line a baking sheet with foil.
Scrub and dry sweet potatoes. Pierce all over, rub with a little olive oil, and set on the sheet.
Bake until tender when pierced, 45–55 minutes depending on size. Let cool slightly.
Warm remaining olive oil in a skillet over medium heat. Soften onion for 3–4 minutes, then stir in garlic for 30 seconds.
Add spinach and cook, stirring, until wilted, 2–3 minutes. Season with oregano, red pepper flakes, half the salt, and pepper.
Halve sweet potatoes lengthwise. Gently scoop some flesh into a bowl, leaving sturdy shells.
Mash potato flesh with lemon juice. Fold in spinach mixture and most of the feta. Adjust salt to taste.
Spoon filling back into skins. Return to oven and warm through, 8–10 minutes.
Top with a dollop of yogurt, remaining feta, and herbs. Serve hot.