Bake potatoes. IN THE OVEN: Preheat oven to 375°F. Scrub potatoes and pat dry. Prick all over with a fork. Rub lightly with vegetable oil; sprinkle with salt. Place on oven rack and bake until a knife inserted in center of potato slides in easily, about 1 hour to 1 hour 15 minutes. IN THE MICROWAVE: Scrub potatoes. Prick all over with a fork. Place potatoes on a microwave-safe plate; microwave on high 4 minutes. Turn potatoes over and microwave until a knife inserted in center of potato slides in easily, 6 to 8 minutes longer. Cooking time will vary depending on the microwave.
In a saucepan, bring 1 inch water to boil. Add 1/4 tsp. salt. Add carrot, broccoli and bell pepper. Cook until crisp-tender, about 4 minutes. Drain.
Cut a deep cross in tops of potatoes; squeeze to open. Fluff up flesh with a fork. Season with salt and pepper. Divide vegetables and olives among potatoes. Sprinkle with cheese and serve.