Preheat the oven to 425°. Place the potatoes on the oven rack and bake until fork-tender, 45-55 minutes.
Meanwhile, toss the shrimp with the chili powder, oil, and 1/4 teaspoon salt. Spray a medium nonstick skillet with nonstick spray and set over medium-high heat. Add the shrimp and cook, turning occasionally, until the shrimp are opaque, 2-3 minutes. Transfer to a cutting board. Let cool slightly, then coarsely chop.
Cut the potatoes lengthwise in half. Scoop out the pulp into a medium bowl, leaving a 1/2-inch border attached to the skin. Reserve the shells. Mash the potato pulp, sour cream, chiles and the remaining 1/2 teaspoon salt with a potato masher until coarsely mashed. Stir in the chopped shrimp until well mixed.
Spoon the potato mixture back into the shells. Top each with 2 tablespoons of the cheese. Place on a small foil-lined baking sheet. Bake, until the filling is hot and the cheese is melted, about 10 minutes. Sprinkle with Cilantro.