Preheat oven to 350 degrees F. Bake potatoes directly on the oven rack until fork-tender, about 1 hour. Remove potatoes; let cool to the touch. Turn up oven to 450 degrees F.
Cut potatoes in half lengthwise. Using a spoon, scoop out the centers, leaving 1/4-inch-thick skins. (Reserve potato centers for mashed potatoes or another use.)
Cut shells crosswise in half if desired (you can leave them as halves, too). Place shells, skin-side up, on a baking sheet. Brush them with the melted butter and season them with salt.
Bake shells 20 minutes, until crisp and golden brown.
Meanwhile, in a small skillet, cook the pancetta stirring often, until crisp, about 5 minutes. Transfer to a paper towel-lined plate and let cool.
In a medium-size bowl, combine the mascarpone, pecorino, egg yolks, and garlic with the pancetta; stir to combine.
Once potato skins are ready to take out of the oven, top them as evenly as possible first with the mascarpone mixture, then with shredded mozzarella. Return to the oven and bake for another 5 minutes.
Finish with a sprinkling of chopped parsley and freshly ground black pepper.
And here’s the finished product.