Heat oven to 400°F (200°C). Pierce potatoes a few times and bake directly on a rack for 45–55 minutes until easily pierced. Cool until safe to handle.
Halve potatoes lengthwise. Scoop out most of the flesh, leaving about 1/4 inch attached to the skin; save the potato for another use.
Brush skins inside and out with olive oil, season with salt and pepper, and place cut-side down on a baking sheet. Bake 8 minutes, flip, then bake 5 minutes more.
Fill each skin with cheddar and bacon. Bake 4–6 minutes until the cheese melts.
Top with sour cream and scallions and serve hot.