Rub skins of potatoes with oil; prick with fork to allow steam to escape.
Cook in 375° oven until tender, 35 to 45 minutes.
Cut thin lengthwise slice from each potato; scoop out inside, leaving a thin shell.
Mash potatoes until no lumps remain.
Beat in sour cream and milk.
Beat in brown sugar, margarine and salt until light and fluffy; stir in pecans.
Place shells in ungreased 13 x 9 x 2-inch baking dish; fill shells with potato mixture.
Top each with pecan half if desired.
Cover and refrigerate no longer than 24 hours.