Preheat the grill to medium-high heat (approximately 350° F) with an area of indirect heat (ie, light one burner and leave the other off, or stack the charcoal on one side of the grill). Clean and pat dry the potatoes. Pierce each potato 3-4 times with a fork. Rub with olive oil. Wrap tightly in tinfoil.
Place the potatoes over indirect heat on the grill and cook for 45 minutes or until the internal temperature reaches 205° F. Cook time will vary according to the size of your potatoes.
Meanwhile, cook the bacon and crumble it.
When the potatoes are cooked, remove them from the grill and cool for 5-10 minutes.
Slice the potatoes in half lengthwise and scoop out the flesh up to 1/4″ from the skin.
Place the scooped out insides into a mixing bowl. Add the crumbled bacon, sour cream, milk, butter, salt and pepper, plus half the shredded cheese. Stir well to combine. You can mix this by hand or with a hand mixer.
Scoop the mixture back into the potato shells. Top with remaining cheese. Place the potatoes directly on the grill and cook for 10-15 minutes more, until the cheese is fully melted and the potato is a bit crispy.
Garnish with green onions and serve.