Heat oven to 425°F – 220°C. Place potatoes on a roasting pan. Rub all over with olive oil and sprinkle with 1 tsp of the salt. Prick each potato a few times.
Bake on a baking sheet tray until the skins are dry and the potatoes are completely soft inside, 55 to 65 minutes, turning once. Properly cooked here matters, undercooked potatoes ruin everything later. Check them by piercing them with a knife. Should be no resistance.
Let cool 10 to 15 minutes until safe to handle. Slice off the top ¼ inch and discard that skin, or do like me simply eat them all! Scoop out the flesh, leaving a neat ¼ inch shell all around. Return shells to the roasting pan.
Pass the potato flesh through a ricer or food mill into a saucepan. Do not blitz whatever you do. Potatoes hate that.
In a large frying pan over medium low heat, gently warm the potato purée with butter, cream, remaining salt and black pepper, a small grate of nutmeg, stirring constantly until silky and smooth. No whisking and no boiling, just warmth.
Remove from heat and fold in the chives last to keep their freshness. Taste. This should already be delicious on its own. Adjust salt now, not later.
In a small bowl, mix cream, egg yolk, Gruyère, pepper and nutmeg. It should look like a loose savoury custard, not cheesy sludge and not a soup.
Spoon purée back into the shells, mounding slightly. Use the back of a spoon to create a shallow channel down the centre.
Carefully spoon the custard into the channel so it runs lengthwise through the potato.
Bake at 350°F – 180°C until the custard is just set and lightly golden, 12 to 15 minutes. It should wobble very slightly, almost set.
If they are not brown, switch to grill or broil and brown the tops briefly, 1 to 2 minutes. Watch closely, this goes from golden to tragic very fast.
