Preheat oven to 400 degrees. Rub potatoes with vegetable oil. On a baking sheet, bake until potatoes are easily pierced with a paring knife, about 45 minutes. Let cool slightly.
With paring knife, cut a thin slice lengthwise off the top of each potato and discard. Using a spoon, scoop out all but 1/2-inch potato flesh from inside skin. Transfer to a bowl and add sour cream, milk, butter, and chives; mash until combined. Season with coarse salt and ground pepper. Spoon mixture into potato skins. Bake until lightly browned on top, 20 minutes. Serve sprinkled with more chives.