Keep the grill at 450 degrees Fahrenheit, direct grilling.
Using a fork, pierce the potatoes all over, about 4 times on each side.
Toss whole russet potatoes with olive oil, then season each potato with 1 teaspoon kosher salt and about 1/4 teaspoon black pepper.
Double-wrap with plastic wrap and place on a plate.
Microwave potatoes on high for 10 minutes, then remove from microwave, allowing them to cool for 10 minutes.
Slice potatoes in half lengthwise, then hollow out with a spoon, leaving about 1 inch of potato filling in the skin.
Heat a medium-sized cast-iron pan on medium. Once warm, add grapeseed oil and diced bacon, sautéing for about 8 minutes until the bacon is browned and fully cooked.
Place the potatoes on the grill flesh-side down for 1 minute, then flip them. Divide the cheese and bacon among the potato halves, and grill for an additional 3 to 4 minutes until the cheese is melted.
Remove potato skins from the grill and finish with a drizzle of sour cream, the remaining bacon, sliced scallions, and lightly season on top of sour cream about 1/8 teaspoon salt and 1/8 teaspoon black pepper on each potato half (4 total potato skins.)