Heat the oven to 400°F. Scrub the russet potatoes and prick each several times with a fork.
Bake the potatoes directly on the oven rack or on a baking sheet until the skins are crisp and a knife slides through the centers easily, 50–60 minutes.
While the potatoes bake, cook the bacon pieces in a skillet over medium heat, stirring occasionally, until crisp, 8–10 minutes. Drain on paper towels and set aside.
Let the baked potatoes cool just until you can handle them, about 10 minutes. Halve each potato lengthwise and scoop out the flesh, leaving about 0.25 inch of potato attached to the skin (save the scooped flesh for another use).
Increase the oven temperature to 450°F. Brush the potato skins inside and out with the melted unsalted butter, then season evenly with the kosher salt and black pepper. Arrange skins cut-side down on a baking sheet and bake until the edges begin to color, 5–7 minutes. Flip cut-side up and bake until crisp, 5–7 minutes more.
Divide the shredded cheddar cheese among the hot skins and top with the cooked bacon. Return to the oven until the cheese is fully melted and bubbling at the edges, 5–7 minutes.
Sprinkle with the sliced scallions. Serve the potato skins hot with sour cream.