Preheat oven to 400˚F. Thoroughly wash the potatoes and pat dry. Pierce them all over with a fork and arrange them on a baking sheet.
Bake until soft and a fork easily reaches the middle of the potato, about 1 hour depending on the size of the potatoes.
Meanwhile, heat the oil in a large skillet over medium heat. Add the peppers, onions, salt, and paprika, and cook until the vegetables are softened, about 15 mins.
Add the chorizo and cook, breaking up the sausage with a wooden spoon, until fully cooked, about 10 mins.
Split each sweet potato down the middle with a knife and push open at the ends to make a pocket. Stuff the sweet potatoes with the chorizo mixture, sprinkle with some cheese and cilantro, and serve.
The leftovers will keep for a few days, covered, in the refrigerator.