Preheat the oven to 400 degrees F. Place the potatoes on a large baking sheet lined with parchment paper. You can drizzle them with a bit of olive oil and season with salt. (I skipped this step as I added everything in the stuffing.) Use a fork to poke holes in the potatoes all the way around it. This allows steam to escape as they are baking.
Bake potatoes for 1 hour at 400 F (200 C), until crispy on the outside, but tender on the inside.
After potatoes are ready, you have two options. If you have large enough potatoes then cut them in half and you can use both sides for stuffing. Or if using smaller ones, gently cut out the tops only and scoop out the flesh.
Place the potato flesh in a mixing bowl, add butter, warm milk, salt, pepper, dill. Use an electric mixer or an immersion blender to beat the mixture into a creamy puree.
Spoon the potato filling back into the empty potato skins. Then add blue cheese and regular shredded cheese (use a semi-mild cheese or cheddar will also work well here). Bake for another 5-10 minutes until cheese melted on top.
Serve the twice-baked potatoes warm, garnished with more dill and sour cream if desired.