Preheat oven to 425 degrees.
Wash and dry potatoes. Use a fork to poke several holes in each potato. Lightly coat potatoes with vegetable shortening.
Bake for 45-60 minutes or until potatoes are fork-tender and the skins are crisp.
Once cool enough to handle, cut an oval out of each potato. Using a teaspoon, gently scoop the inside out of each potato into a mixing bowl. Place potato shells in a baking pan and set aside.
In a large frying pan, melt the butter. Add milk, cheddar cheese, onion, salt and pepper. Stir continuously over low to medium heat until melted and smooth.
Using a hand mixer, whip the potatoes. Once potatoes are whipped, add the cheese mixture to the mixing bowl, a little at a time. Whip, add more mixture, repeat, and continue until all the cheese mixture is gone.
Using a teaspoon, gently scoop the whipped potatoes back into the potato shell. Fill generously to the top. Arrange in a baking pan.
Sprinkle a little paprika over the top of the potatoes.
If baking immediately, bake at 350 degrees for about 30 minutes or until the potatoes are heated through.
If baking the next day, refrigerate in a covered baking pan. Before baking, let potatoes sit at room temperature for about 30 mintues. Bake for 30-45 mintues or until the potatoes are heated through.
Serve warm and enjoy!