Preheat oven to 400F.
On a baking sheet, toss potatoes with a hearty drizzle of EVOO and some salt. Bake in oven until tender, about 1 hour. Let cool. Turn off oven and switch on the broiler.
While the potatoes are cooling, place a medium skillet over medium-high heat with 1 turn of the pan of EVOO, about 1 tablespoon. Add the bell pepper and half of the onion to the pan, season with salt and pepper, and cook until the veggies are tender, 5 minutes. Transfer them to a large mixing bowl.
When the potatoes are cool enough to handle, cut a thin slice lengthwise off of the top to expose the inside. Scoop out the potato flesh, taking care not to pierce the wall of the potato, and transfer to the bowl with the veggies (reserve the potato shells). Add the sour cream and paprika, and mash. Reserve warm.
Place a large skillet over medium-high heat with 2 turns of the pan of EVOO, about 2 tablespoons. Add the ground sirloin to the pan and cook until golden brown, 5-6 minutes. Add the mushrooms and cook until they start to turn golden brown, 4-5 minutes.
Add the remaining onion and garlic to the pan and cook until all the veggies are tender, about 5 minutes more. Push all of the ingredients to the edge of the pan and add the butter to the skillet. Sprinkle the flour over the melted butter and cook for about 1 minute. Add the stock, mustard, soy sauce, Worcestershire, some salt and pepper to the skillet and stir to combine. Bring up to a bubble and simmer until thickened, 2-3 minutes.
Fill the potato shells with the beef-mushroom mixture then top each of them with the reserved mashed potatoes. Transfer to a baking sheet and sprinkle with the cheese. Pop the potatoes under the broiler until the cheese is melted and tops are golden brown.