Yes! This step is quite important. It helps to remove some of the starch from the sweet potatoes, which, in turn creates a crispier and tastier fry. All you need to do is add cold water to a bowl that is large enough to accommodate the fries and cover them entirely. Soak them for at least 30 minutes and up to overnight in the refrigerator. After the allotted time, strain the batons and pat them with a tea towel until dry.