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Heat oven to 200C/180C fan/gas 6. Prick the potatoes all over with a fork, then rub with half the oil, some sea salt and black pepper. Arrange on a baking tray and bake in the oven for about 1 hr 15 mins, until their skins are crisp and they are completely tender when prodded.
Meanwhile, heat the remaining oil and half the butter in a frying pan. Add the onion and gently cook for 15-20 mins until softened and golden. Remove from the pan and set aside, add the chopped bacon and fry until just crisp. Remove using a slotted spoon and place on kitchen paper.
Halve each potato lengthways (watch out, they will be hot), then scoop out most of the potato into a bowl, leaving a potato skin shell with a thin layer of potato. In the bowl, crush the potato with the remaining butter and the double cream. Season with salt and pepper. Fold through the onion, bacon, three-quarters of the cheeses and half the parsley. Spoon back into the potato shells and top with the remaining cheese. Transfer to the baking tray and return to the oven for 10-15 mins, until melting and golden. Sprinkle with the remaining parsley and serve with a sharply dressed crisp salad, if you like.