Preheat oven to 400°F (204°C). Line a large baking sheet with parchment paper or a silicone baking mat. Pierce each sweet potato a few times and bake for 40-50 minutes or until soft. Allow the potatoes to cool slightly. Slice potatoes in half lengthwise.

Reduce oven temperature to 375°F (191°C). Scoop out sweet potato flesh, leaving a thin layer of sweet potato inside, and add flesh to a medium bowl. Place skins back on the baking sheet face up, drizzle with olive oil and bake for 10 minutes.

Mash the sweet potato flesh with milk, salt, and pepper until smooth and creamy. After 10 minutes, remove the skins from the oven. Fill each with an equal amount of mashed sweet potato and top each with cheese. Bake for 15 minutes until the cheese is melted. Remove from the oven and top with bacon. Serve with sour cream and chopped chives, if desired.

Cover leftovers tightly and store in the refrigerator for up to 3 days.