Preheat the oven to 350 degrees F. Cover a baking sheet or pan with aluminum foil.
Begin by washing the potatoes, drying them and gently pricking them with a fork on the sides. Coat each potato with vegetable oil, place on the prepared baking sheet and bake for about 1 hour.
Remove the potatoes from the oven and slice the top third off of each potato. Gently scoop out the potato and place in a large bowl. Place the butter in the bowl. Using a mixer on high, mix together, and then add the sour cream and salt and pepper to taste.
Chop the shrimp into large pieces. Fold in the shrimp and cheese into the mixture. Gently stuff the mixture back into the potato shells, making sure not to break them. Pile the mixture as high as you can on top of the potato shells. Sprinkle each potato with more cheese and some paprika for color. Bake in the oven until browned on top, 20 to 25 minutes.