Gather the ingredients.
Position a rack in the center of the oven and heat to 400 F.
Scrub the potatoes well.
Rub them lightly with olive oil and pierce them with a fork in 2 or 3 places.
Place them directly on the rack in the oven and bake them for about 1 hour, or until fork-tender.
Remove the potatoes to a rack and reduce the oven heat to 375 F.
When the potatoes are cool enough to handle, split them lengthwise and scoop the white interior into a mixing bowl, making sure to leave the potato skins intact.
Add the cream cheese, chives, butter, Parmesan cheese, and sour cream to the potato in the bowl.
Beat this mixture until smooth.
Taste and add salt and freshly ground black pepper, to taste.
Add the egg and beat until smooth.
Put the empty potato skins on a baking sheet.
Carefully fill the skins with the potato mixture and sprinkle with additional cheese, chives, and paprika, if desired.
Bake in the oven until the filling is hot and lightly browned, around 20 to 25 minutes.
Serve hot and enjoy!