Preheat the oven to 425°F (about 220°C). Prick each potato a few times with a fork, place them on a sheet pan, and roast for 55–70 minutes until they’re tender throughout. Once done, reduce the oven heat to 375°F (about 190°C) for later baking.
While the potatoes roast, cook the bacon in batches over medium heat until crisp (about 6–8 minutes). Drain on paper towels and chop or crumble. Use half in the mash, reserve the rest for topping.
After letting potatoes cool just enough to handle, cut each lengthwise and scoop out the insides into your mixing bowl. Tear up about three of the skins and add them too (for textural bits). Add melted butter, cream cheese, warm milk, sour cream, salt, pepper, half the bacon, half the cheddar, Parmesan, and half the chives. Mash until creamy yet a bit rustic.
Butter your casserole dish, then spoon in the potato mixture. Cover and bake for 35 minutes until edges bubble. Remove the foil, sprinkle remaining cheese and bacon, then bake uncovered another 15–20 minutes until golden and fully warmed. Let rest 10 minutes before serving, then sprinkle remaining chives.