Place sweet potato in a saucepan and cover with water. Bring to a boil. Reduce heat; cover and simmer for 10 minutes or until almost tender. Drain. Arrange potato and orange slices in a 2-cup baking dish.
In a microwave-safe bowl, combine the brown sugar, butter, water, nutmeg and salt. Cover and microwave on high for 30 seconds or until mixture is melted and smooth, stirring once. Stir in orange zest. Pour over potato and orange.
Bake, uncovered, at 350° for 15-20 minutes or until potato is tender, spooning glaze over potato and orange occasionally. Sprinkle with pecans if desired.