Scrub the potatoes well, dry, then prick them all over with a fork.
Place the potatoes on a baking sheet and rub them all over with the oil.
Bake at 400˚F/200˚C until they are cooked thoroughly and soft in the centre, about 1 hour.
Allow to cool slightly and cut the potatoes in half.
Scoop out the cooked potato and pass through a ricer or use a potato masher to make a smooth puree. (keeping the half potato skins aside).
Mix in the egg yolks, milk, and butter.
Add the cheese, and season to taste with the salt, pepper, and nutmeg.
Place the mixture in a piping bag with a star nozzle and pipe into the potato skins.
Sprinkle with the Parmesan and bake in a hot oven at 450˚F/230˚C for 2-3 minutes until golden brown.
Notes
Various items can be added to the filling, such as herbs, sauteed onion, or crispy bacon bits.The potatoes can be kept more whole by cutting a small cap and then proceeding with the process of scooping out and refilling.