We know that, the Aluminium has the higher thermal conductivity rate as compared to that of Steel. Therefore, the rate of heat transferred from the surrounding of the oven to the inside of the potato is greater in case of Aluminium nail.
Also,
The baking of the potato takes place from the outside if the nail is inserted in the potato the heat transfer takes from the both inside and outside and thus the process is sped up. This heat is transferred from the water to the nail and ultimately to the potato.
Similarly, in the case of meat roaster the hollow tubes are most efficient because they have more surface area as compared to solid metal rod and the heat transfer in case of hollow metal rod will be higher as it also contains some water in the tube the water flow also continuously increases the heat flow.