Braise the Oxtail: Preheat oven to 325°F. Season oxtail with salt and pepper. Heat oil in a Dutch oven over medium-high heat and brown oxtail on all sides, then remove. Sauté onion, carrots, and garlic until soft, then stir in tomato paste. Return oxtail to the pot, add beef broth, water, Worcestershire sauce, thyme, and bay leaf. Cover and braise in the oven for 2.5–3 hours until tender.
Make the Mac & Cheese: Cook pasta according to package instructions. In a saucepan, whisk milk and butter over medium heat. Add cheddar, mozzarella, Greek yogurt, paprika, salt, and pepper, stirring until smooth. Combine with drained pasta.
Make the Candied Yams: Preheat oven to 400°F. Toss sliced sweet potatoes with butter, brown sugar, cinnamon, and nutmeg. Spread in a baking dish and bake for 25 minutes until tender and caramelized.
Cook the Collard Greens: In a large skillet, cook turkey bacon or ham until slightly crisp. Add garlic and cook for 1 minute. Add collard greens, chicken broth, salt, pepper, and vinegar. Cover and simmer for 20–25 minutes until tender.
Assemble: Add braised oxtail, mac and cheese, candied yams, and collard greens to each bowl. Spoon extra braising sauce over the oxtail before serving.