In a plastic bag, combine the sweet potatoes, oil, salt, pepper and cayenne pepper. Close and shake the bag until the chips are evenly coated.
Spread the chips out in a single layer on two large baking trays. Do not crowd the chips onto one tray.
Bake in preheated oven for 20 minutes, or until crispy and brown on one side. Turn over and cook for another 20 minutes, or until they are all crispy on the outside and tender inside. Cooking time will vary depending on how thick you cut your chips.