Heat oven to 425°F. Pierce potatoes several times; rub with 1 teaspoon oil. Bake directly on rack 60 to 70 minutes until completely tender. Cool 5 minutes.
Meanwhile, cook bacon over medium 8 to 10 minutes until crisp; drain and crumble.
Split hot potatoes; scoop flesh into a warm bowl. Cut skins from 2 halves into short strips; toss with remaining oil. Bake on a rimmed sheet 8 to 10 minutes until crisp; reserve other skins for another use.
Mash warm flesh with butter; gradually fold in warm milk, sour cream, cheddar, salt, pepper, and half bacon until spoonable and cheese softens. Do not use a mixer or food processor.
Transfer to a warm serving bowl; add remaining bacon, measured scallions, and crisp skins just before serving.