Prick the potatoes all over with a fork and bake for 1 hour or until very tender. Cut around the potatoes horizontally and scrape the flesh into a large bowl taking care to leave the skins intact.
Mash the potatoes with a fork and add the cheddar cheese, egg yolks and season. Add the milk a little at a time to loosen the mixture (the exact quantity will depend on the potatoes themselves).
In a clean bowl, whisk the egg whites until stiff and fold into the mixture using a metal spoon. Fill the potato skins with the mixture and scatter over with Parmesan cheese. Return to the oven and cook for a further 10-15 minutes until puffed up and golden.