Preheat oven to 450°F. Rub with oil, salt, and pepper; bake 1 hour 15 minutes until tender.
Sear steak bites in hot skillet 1 minute each side.
Sauté shrimp 2–3 minutes per side until pink.
Cook peppers and onions until soft.
Heat cream, add Parmesan and seasonings.
Fill baked potatoes with veggies, steak, shrimp, and drizzle cheese sauce.
