Preheat a pellet grill to 375- 400°.
Scrub russet potatoes and prick with a fork.
Cook on a pellet grill for 1 to 1 ½ hours or until potatoes are tender. Use a digital thermometer, cooking to about 200°.
Remove potatoes from the grill and cool slightly.
Cut potatoes in half lengthwise.
Scoop the inside of the potatoes to a mixer bowl, leaving the skin intact.
Add butter, heavy cream, sour cream, fresh garlic, salt and pepper to the potatoes. Next, add 3/4 cup colby-jack cheese, smoked gouda and parmesan along with half of the bacon finely chopped.
Mix on low speed with a wire whisk attachment of a mixer until mixture is just combined. Raise to medium speed and beat until smooth.
Place potatoes on a sheet pan.
Fill potato skins with potato filling. If you have extra filling, place in an oven safe bowl and bake alongside of the potatoes or refrigerate to enjoy later.
Sprinkle with a remaining colby jack cheese and the remaining coarsely chopped bacon.
Return to the pellet grill, cooking for 30 minutes or until potatoes are heated through.
Remove from grill and serve immediately.