Set the temp in your grill or smoker to 375 degrees.
Scrub the outside of each of your potatoes with a brush to get the dirt off them.
Dry them off, rub with olive oil, and then wrap in some aluminum foil and place in your smoker. Let them cook in the smoker for about an hour, or until the internal temp of the potatoes is 210 degrees
Unwrap the potatoes, and then slice each of them in half longways. For this next step, it doesn't hurt to wear some gloves, the potatoes will be hot!
Using a spoon remove the flesh from the inside of each potato half and put it into a large mixing bowl. Be careful to not go through the skin of the potato halves.
After you've scooped out all of the potato halves add the milk, cheese, salt, and bbq rub to the bowl. Use a hand mixer to blend all of the ingredients together until smooth.
Spoon your mashed potato mixture evenly into each of the 4 potato skin halves and then return them to the smoker. I place them in a small baking dish to keep them all upright.
Let them cook for an additional 20 minutes or so, and then remove. They're done when the tops of each potato start to lightly brown.
Garnish with sour cream, bacon bits, more cheese, and chives