Preheat the oven to 400°F. Prick the potato skins all over with a fork. Bake in the oven for about 45–50 minutes, until tender.
Meanwhile, cook the bacon in a frying pan over medium-high heat about 4 minutes, until golden. Remove from pan, chop into small pieces and set aside. Add the shallots and cook until they soften, about 1 minute more.
Slice off the top third of each potato, horizontally. Using a spoon, scoop out the flesh into a large bowl. Reserve the hollowed-out skins and place in a lightly oiled baking dish.
Mash the potato with a potato masher. Add the milk and butter, and beat until smooth. Stir in the cheddar, bacon and shallots and parsley. Season with salt and pepper.
Spoon the mixture back into the potato skins and bake for about 20 minutes, or until the filling is heated through and golden on top. Serve hot with extra chopped parsley, cheddar or scallions sprinkled on top, if desired.