Preheat your oven to 375°F (190°C) to ensure it's hot and ready for your casserole.
Peel the sweet potatoes and slice them into thin rounds. This will help them cook evenly and meld well with the other ingredients.
In a large skillet, heat the extra virgin olive oil over medium heat. Add the sliced onions and diced red bell pepper. Sauté for about 5-7 minutes until the onions are translucent and slightly caramelized.
Stir in the chopped kale, salt, black pepper, nutmeg, and coconut milk. Cook for an additional 3-5 minutes until the kale is wilted and tender.
Remove the skillet from the heat and gently fold in the drained black beans, ensuring they are evenly distributed throughout the mixture.
In a greased casserole dish, layer half of the sweet potato rounds at the bottom. Spread half of the vegetable and bean mixture over the sweet potatoes. Sprinkle with half of the cheddar cheese. Repeat the layers with the remaining sweet potatoes, vegetable mixture, and top with the remaining cheese.
Cover the casserole dish with aluminum foil and bake in the preheated oven for 30 minutes. After 30 minutes, remove the foil and bake for an additional 15-20 minutes until the cheese is bubbly and golden brown.
Once baked, remove the casserole from the oven and let it cool for about 10 minutes before serving. This allows the layers to set and makes it easier to cut into portions.