Scrub potatoes; prick several times with fork. Bake in 450 F oven until tender, about 1 hour. Let stand until cool enough to handle. (Make-ahead: Let cool completely; refrigerate in airtight container for up to 2 days.)
Cut lengthwise in half; scoop out flesh, leaving 1/2-inch thick walls
(reserve flesh for another use, such as soup or mashed potatoes). Cut each half lengthwise in half. Arrange, cut side up, on rimmed baking sheet; sprinkle with salt and pepper, then cheese. Bake in 450 F oven until cheese is melted, about 10 minutes.