Heat oven to 200°C / 400°F. Line 2 baking sheets with parchment paper.
Peel and cut sweet potato into thin strips.
Coat sweet potatoes in cornstarch and place in a large bowl. Add salt and toss until all the starch is absorbed into the potatoes. Add vegetable oil and toss to coat.
Divide potatoes among the two baking sheets and spread into a single, even layer.
Bake until fries are just starting to brown around the edges, about 15 minutes. Flip them and return to oven for 10 to 15 minutes more.
Season with cayenne pepper, if using, and serve.