Preheat oven to 425°F and line a large baking sheet with parchment. Cut potatoes in half crosswise, then slice a thin sliver off the bottom of each so they stay upright. Toss potatoes with oil, salt and pepper. Arrange cut side down on sheet and bake until lightly browned and softened, 30 minutes. Cool on a wire rack.
Use a melon baller to scoop out center of each potato. Finely chop potato centers and place in a bowl with sliced scallions (set aside 2 Tbsp. green slices for garnish). Stir in mustard and yogurt; season with salt and pepper.
Spoon or pipe about 1 tsp. filling into each potato shell. Chill until ready to serve. Just before serving, dust with cayenne, if desired, and sprinkle with reserved sliced scallions.