Preheat oven to 350°.
Place baking potatoes directly on oven rack and bake for 1 hour and 20 minutes.
Meanwhile, cover the bottom of a skillet or frying pan with olive oil.
Add onions to oil and sauté until tender (about 5 minutes).
Remove onions from heat; drain excess oil.
Add onions to medium mixing bowl.
When potatoes are done, take out of the oven and cut the top 1/4 off of each potato lengthwise.
Scoop potato out of the shell and into the mixing bowl with the onions.
Add milk, butter, and pepper to mixture.
With mixer, combine ingredients until well blended.
Add cheese and mix with spoon.
If desired, place potato mixture into a medium sized plastic bag. Otherwise, spoon potato mixture into potato skin
Twist bag (bag should appear as a pastry bag) with scissors, clip the corner off the end of the bag.
Squeeze the potato into each potato shell.
Place on cookie sheet and bake another 20 minutes, or until cheese is melted and light.