Preheat the oven to 200C/400F/Gas 6.
Wash the potatoes well, dry them and prick several times with a fork. Pour some olive oil into your hands and rub over the potatoes, then scatter over some sea salt which should stick to the oil. Place directly on the shelf in the oven and bake for 1¼-1½ hours, depending on the size of the potato. When cooked, the potato should be golden-brown and crisp on the outside and give a little when squeezed. Serve split open with lots of salted butter or try one of the fillings below.
Preheat the grill to medium-high.
Split the baked potatoes in half and scoop out most of the fluffy flesh with a fork into a bowl. For the filling, flake in the smoked mackerel and add the parsley or chives, three-quarters of the cheese, the horseradish or mustard and butter and stir with the potato flesh until just combined. Season, to taste, with salt and freshly ground black pepper.
Spoon back into the potato skins, sit on a baking sheet and scatter over the remaining cheese. Grill until the cheese is bubbling and pale golden-brown.