Preheat the oven to 400 degrees F. Lightly grease a baking sheet.
Bake the potatoes until the flesh can be easily pierced with a fork, about 45 minutes to 1 hour. Let sit until cool enough to handle. Cut each potato in half lengthwise and using a spoon, hollow out the center, leaving a shell about 1/8-inch thick. Discard the potato flesh or reserve for another recipe. Place the potatoes jackets, hollow side up on the prepared baking sheet. Place in the oven to keep warm while assembling the souffle base.
In a small saucepan, melt the butter over medium-low heat. Add the flour and stir with a wooden spoon to form a light roux, about 2 minutes. Gradually add milk and whisk constantly until thick, 4 to 5 minutes. Remove from heat and add the salt, cayenne, and cheeses, and whisk to combine. Let sit 2 minutes then add the egg yolks and whisk.
In a separate bowl, whip the 2 egg whites to slightly stiff peaks. Fold into cheese mixture in 3 additions.
Using a pastry bag or small spoon, fill the potato skins with the souffle mixture. Bake without opening the oven door for 10 minutes, then reduce the oven temperature to 375 degrees F. Continue baking until puffed and golden brown, 15 to 20 minutes.
Yield: 4 servings