Heat the oven to 425°F. Pierce potatoes several times, rub with oil and 1/2 teaspoon salt and bake directly on the rack for 55 to 65 minutes until a skewer slides through easily. Cool for 10 minutes and lower the oven to 375°F.
Steam broccoli over simmering water for 4 to 5 minutes until tender, drain well and chop finely. Cut each potato lengthwise in half and scoop the flesh into a bowl, leaving a 1/4-inch wall inside each skin.
Mash warm potato flesh with butter, warm milk, sour cream, remaining salt and pepper. Fold in broccoli and 4 ounces Gouda without beating the potatoes smooth.
Set the 8 shells on a rimmed sheet and divide filling evenly among them, mounding it gently. Scatter remaining Gouda over the filling.
Bake for 18 to 22 minutes until hot throughout and lightly browned on the ridges. Rest for 3 minutes and serve one filled half per person.