Rub the potatoes with the oil and sprinkle lightly with salt and pepper. Place the potatoes on a baking sheet and bake until the skins are slightly crisp and the inside is tender and can be easily pierced with a paring knife, about 45 minutes. (Leave the oven on.)
Meanwhile, put the bacon in a cold medium skillet and cook over medium heat, turning occasionally, until crisp and brown, about 10 minutes. Drain briefly on paper towels, then transfer to a cutting board and chop finely.
Halve the potatoes lengthwise and scoop out most of the potato flesh, leaving about 1/4-inch of flesh on the skin. Arrange the potatoes on the baking sheet and brush both sides with the butter. Sprinkle lightly with salt and pepper, then arrange cut-side up and return to the oven to bake until crisp and golden brown in spots, about 10 minutes.
Toss the cheese with the cornstarch in a bowl. Bring the beer to a simmer in a medium saucepan over medium heat. Add the cheese mixture to the beer, a handful at a time, stirring until melted before adding more. When all of the cheese has melted, remove from the heat and stir in the Worcestershire, mustard and cayenne.
Arrange the potato skins on a platter and drizzle with the beer cheese. Top with the bacon and scallions. Serve immediately.