Cut a bit off the top of the potatoes to create and opening so that they can be hollowed out with a spoon. Gently scoop the flesh out, being careful not to scoop it too thin (you don't want to create any holes). If the potatoes are cold by now, put them back in the oven to warm up while it is preheating.
Heat 1/2 of the olive oil in a medium-large skillet, over high heat. Add the sausage and cook until browned, using a spoon or a sturdy spatula to break it up into pieces as it cooks.
Using the other half of the olive oil, brush the outsides/skins of the potatoes with it.
Divide the sausage evenly out between the potatoes and fill them with it.
In a large bowl, vigorously whisk together the eggs and the milk to thoroughly whip them together. You want them frothy. Evenly pour the scrambled egg into the potatoes, leaving a tiny bit of space at the top so that there's room for the egg to expand as it cooks without running all over. Sprinkle the cheese over the top of each prepared potato, then place them in the oven to bake at 350 degrees for 20 to 25 minutes. When a toothpick inserted in the middle comes out clean and the cheese on top is golden brown, they're done.
Remove from the oven and let the potatoes rest for 1-2 minutes. Sprinkle with parsley just before serving.
This recipe is for two, whole twice baked potatoes, but easily doubles (etc) if you need more or are feeding a larger crowd.