Preheat oven to 425° F. Pierce potatoes with a fork several times. Rub potato skins with olive oil if a softer potato skin is desired. Bake potatoes directly on the middle oven rack for 50 - 60 minutes or until they yield to gentle pressure.
While the potatoes are baking, cook the turkey sausage. Drain the sausage, crumble it and set aside.
While potatoes are still hot (use oven mitt to hold potato), cut them in half lengthwise. Scoop out the interior flesh of the potato into a medium-sized bowl, leaving a shell about 1/4-inch thick all around. Using a potato masher, mash the potato flesh.
In a small saucepan over medium heat, heat milk until hot but not boiling. Add milk to potato a little at a time, mashing it together each time. Mix in butter and mash all until smooth. Add salt, white pepper and chives, if desired, and mix together thoroughly. Stir in the shredded cheese and sausage.
Turn oven to 400° F. Using a spoon, gently fill the potato shells with the potato mixture, mounding it up high. Place filled potatoes on a baking sheet, sprinkle with Parmesan cheese if desired and bake for 18 - 20 minutes or until hot.