In a large skillet, heat the olive oil over medium-high heat. Add the onions, 1 teaspoon salt and 1/2 teaspoon pepper. Cook, stirring frequently, until softened, about 3 minutes. Add the garlic and cook until aromatic, about 30 seconds. Add the sausage and break up the meat into 1/2-inch pieces with a wooden spoon. Cook until browned and cooked through, 6 to 8 minutes. Add the marinara sauce and arugula. Bring the mixture to a boil and cook until the arugula has wilted, about 2 minutes. Add the mascarpone cheese and stir until the mixture forms a creamy sauce. Remove from the heat and stir in the Parmesan. Season with salt and pepper.
Cut a slit in the top of each baked potato and gently squeeze the ends to form an opening in the top. Spoon the sausage sauce into each potato. Garnish with parsley.
Cook's Note: To bake the potatoes: Position a rack in the center of the oven and preheat the oven to 350 degrees F. Using a fork, prick the skins of the potatoes all over. Wrap each potato in foil and bake until tender, about 1 hour. To cook the potatoes in a microwave: Using a fork, prick the skins of the potatoes all over. Place 2 potatoes at a time on a dinner plate. Microwave on high for 8 minutes. Turn the potatoes over and microwave until soft, 6 to 8 more minutes.