Preheat oven to 400 degrees F.

Pierce holes in the potatoes and bake for 45 to 60 minutes, depending on size.

In a skillet over medium heat, warm the oil. Add the onions and cook until golden.

Reduce oven temperature to 350 degrees F.

When potatoes are cool enough to handle, cut in half and scoop out the pulp, leaving a thin shell. Mix the pulp with cooked onions, broccoli, cheeses, milk, butter, and pepper.

Stuff the potato shells and place them on a greased baking sheet.

If filling is warm, bake for 10 to 15 minutes. If filling is cool, bake for 20 to 30 minutes.