Pre-heat the grill to 400°F.
Using a fork, poke several 1/4-inch-deep holes into each potato and brush with olive oil.
Place potatoes on the top warming rack of the grill and close the lid.
Cook until tender; about1 hour.
Remove potatoes from grill and let them cool until safe to handle.
Cut 3-inch-wide openings into each potato.
Scoop out the pulp and deposit into 2 separate bowls; one with sweet potato and the other with russet potato; leave about 1/2 inch of potato intact in the shells
Mash the sweet and russet potato separately, with equal portions of sour cream, cheddar cheese, crumbled bacon, scallions, milk, butter, salt and pepper.
Generously stuff half of each potato skin with the russet mixture and the other half with the sweet potato mixture
Return stuffed potatoes to the top warming rack and cook for another 15 minutes.