This is about a year late (I just joined) but the season is right:
What the vendor in Tokyo was calling out was "Yaki-imo." Sometimes they call out "Ishi yaki-imo," meaning sweet potatoes roasted on hot stones.
In the countryside, I have seen them use a wood fire to roast the potatoes on their vending carts as recently as February 2008, but this is not common. The varities used for roasting in Japan are usually Kin-toki or Beni-azuma, as opposed to the varieties used for tenpura (not as sweet). I like to use Red Garnet "yams" (these are really sweet potatoes, not true yams) for this in the U.S., but the flesh may be too orange and smooth for you. You might want to try a more fibrous kind with yellow flesh. Any U.S. sweet potato/yam will do as long as it is not a true South American yam. Here is how to make them at home (I learned this from a yaki-imo vendor in Kamakura, and it works very well): Get a fairly heavy pot and lid large enough for a whole sweet potato (try to buy a sweet potato that is fatter in the middle, i.e., not the long skinny kind). The pot will scorch, so you will have to "dedicate" it to roasting sweet potatoes. Wash the potato well and trim off the ends. Sprinkle a few drops of water on it. Cover. Cook on the top of the stove on the lowest flame possible (gas works best) for about 20 minutes; turn potato and cook for about 20 minutes more. When a knife comes out clean, it's done. Put on a rack to cool. Slice and enjoy. Keeps well in refrigerator. You may have to put the pot on a rack over the burner (I use one meant for grilling fish in Japan) to raise the pot above the flame. The heat really needs to be low. This may sound like a big deal, but if you set a timer to remind you to turn the potato and to turn off the heat, it's easy and you can enjoy "Japanese" yaki-imo anytime.