Preheat oven to 400˚F. Pierce washed potatoes with a fork and arrange them on a baking sheet.
Bake until soft, about 1 hour depending on their size.
Meanwhile, heat oil in a large skillet over medium heat. Add the peppers, onions, salt, and paprika. Cook until the vegetables are softened, about 15 mins.
Add the chorizo. Break up the sausage with a wooden spoon, until fully cooked, about 10 mins.
Split each potato down the middle with a knife and make a pocket. Stuff the potatoes with the chorizo mixture, top with cheese and cilantro, and serve.
Tip: The leftovers will keep for a few days, covered, in the refrigerator.