Poke the potatoes all over with a fork and microwave them for 12 minutes or bake at 350 degrees F for 20 minutes. Let the potatoes cool until they're cool enough to handle or wrap the bottoms in aluminum foil or use heat-safe gloves for the next step. Working with one potato at a time, chop off the end (keep this part, it is the potato's hat) and then use a small spoon to hollow out the potato, leaving about 1/3 inch of potato flesh all around. (Reserve the potato innards for another use, like potato soup or mashed potatoes, or feed them to your chickies.)
Salt the insides of the potatoes, then crack an egg into the center of each potato. Add 1/2 tablespoon cream, a good pinch of salt, a turn of pepper, hot sauce, if using, and a quarter of the onion and pepper to the center of each potato. Give it a quick scramble (I like using a chopstick for this). Top each with a little pile of cheese. Place the potatoes' hats back on them, then wrap each tightly in aluminum foil.
Carefully put the potatoes in the fire. Cook, turning occasionally with long tongs or a stick, for 20 minutes, then unwrap and check for doneness; the egg should be cooked and fluffy. If the egg is still runny, rewrap the potato and put it back in the fire for a few more minutes.