Heat oven to 425°F. Pierce potatoes several times; rub with oil and 1/2 teaspoon salt. Bake directly on rack 55 to 65 minutes until easily pierced. Cool 10 minutes; reduce oven to 375°F.
Steam broccoli over simmering water 4 to 5 minutes until tender; drain well and finely chop. Halve potatoes lengthwise; scoop flesh into a bowl, leaving 1/4-inch walls.
Mash warm flesh with butter, warm milk, sour cream, remaining salt, and pepper. Fold in broccoli and 4 ounces Gouda without beating smooth.
Set 8 shells on a rimmed sheet; divide filling evenly, gently mounding. Top with remaining Gouda.
Bake 18 to 22 minutes until hot throughout and ridges lightly brown. Rest 3 minutes; serve one half per person.