Preheat the oven to 350°F.
Scrub your potatoes, leaving the skin on. Make about four slices crosswise in each potato, being careful not to cut all the way through. Rub a tablespoon of olive oil on each potato and season with salt and pepper. Place potatoes in a small roasting tin, cut sides up, and bake for about 40 minutes, or until a knife can be easily inserted.
Remove the potatoes from the oven and tuck a piece of cheese into each slice. Return to the oven for a few minutes, or until the cheese is melted. Serve immediately with a sprinkle of freshly chopped chives.