1. Preheat the oven to 400˚F. Line a sheet pan with parchment paper. Set aside.
2. Wash and dry the potatoes. Place potaotes on the prepared pan and bake for 1 hour or until fork tender.
3. Let the potatoes cool 15 minutes or until they they can be handled. Set baking pan aside.
4. Meanwhile, combine the milk, Shallots, and bay leaf in a small saucepan. Bring to a gentle simmer and cook for 15 minutes. Do not let milk burn. Remove from heat and let cool.
5. Cut the potatoes in half lengthwise. Carefully scoop out the potato filling from the shell and place into a large mixing bowl.
6. Add the sour cream, parsley, bacon, cheese, salt, and pepper to the potato. Mix well.
7. Discard the bay leaf and pour the milk into the potato mixture.
8. With a potato masher or electric hand mixer, vigorously mash the potatoes until they are light and fluffy, adding more milk if necessary. Scoop the potato mixture evenly into the potato halves. Top with cheddar cheese.
9. Return potatoes to the baking sheet. Cook for 15 minutes or until the cheese is melted and the tops are lightly browned.
I found that by leaving a little potato around the edge when the flesh is scooped out helps hold the potato together after the 2nd bake.