Heat oven to 400 degrees F. Pierce each potato in several places; rub with oil.
Bake potatoes on racks in 400 degree F oven 1 hour. Remove from oven.
In bowl, mix cream cheese, sour cream, milk, butter, parsley, garlic salt, pepper, nutmeg and cayenne.
Halve potatoes lengthwise. Scoop out flesh, leaving 1/4-inch thick shell. Transfer flesh to bowl. Place shells on 15 x 10 x 1-inch baking sheet.
Mash potato flesh until somewhat smooth. Stir in cheese mixture. Transfer mixture to plastic food-storage bag. Snip off large corner; pipe filling into shells, 1/2 cup filling per half. Sprinkle with paprika.
Bake in 400 degree F oven 35 minutes or until golden. If making ahead, fill but do not bake. Cover, refrigerate up to 1 day; then bake as directed. Makes 12 halves.