Step 1: Preheat your oven to 400°F (200°C) and line a large rimmed baking sheet with parchment paper.
Step 2: Poke holes all over the clean sweet potatoes using a fork. Rub the skin of each potato thoroughly with 1 tablespoon of olive oil, then rub evenly with salt and pepper.
Step 3: Place the potatoes on the baking sheet. Bake for 45 to 55 minutes, until completely soft when poked through to the center with a fork.
Step 4: While potatoes bake, heat 2 tablespoons of olive oil in a large skillet over medium-high heat. Add the diced onion; sauté for 4 minutes until soft and translucent.
Step 5: Add the sliced mushrooms to the skillet. Cook without stirring for 2-3 minutes to get a nice golden-brown sear, then stir and cook 4 minutes more until their moisture has evaporated. Stir in the minced garlic, Italian seasoning, and paprika; cook for 1 minute until highly fragrant.
Step 6: Turn the heat down to low. Add the baby spinach to the pan in batches, stirring gently until completely wilted, about 2-3 minutes. Turn off the heat, stir in the fresh lemon juice, and season with salt and pepper to taste.
Step 7: Cut a long slit down the center of each baked sweet potato. Gently squeeze the ends to fluff open. Spoon a generous amount of the warm mushroom-spinach filling into each pocket.
Step 8: Top each stuffed potato with a quarter of the crumbled feta cheese and serve immediately while warm.