Preheat oven to 400 degrees. Thoroughly wash and dry potatoes. Prick each in a few spots with a fork. Brush with oil and season with salt.

Place potatoes directly on rack and bake until soft and easily pierced with the tip of a knife, 1 hour to 1 hour, 15 minutes, depending on size. Meanwhile, halve and thinly slice peppers and onion. Heat oil in a large skillet over medium-high. Add peppers and onion, season with salt, and cook, stirring occasionally, until tender and golden in places, 12 to 15 minutes. Stir in broth and sour cream. Boil until mixture thickens slightly, about 2 minutes. Stir in Worcestershire and lime juice.

Remove potatoes from oven. Grab a hot potato with a clean kitchen towel and bang it down firmly on the counter once to fluff up the flesh. Repeat with remaining potatoes. Cut open, season generously with salt and pepper, and top with pepper mixture, more sour cream, and cilantro.