Scrub potatoes thoroughly with a brush; pat dry. Prick potatoes with a fork; place on a large shallow baking pan. Bake, uncovered, in a 400 degree F oven for 40 to 60 minutes or until tender. Remove from oven; cool. Reduce oven temperature to 350 degrees F.
In a medium bowl, beat cream cheese, Parmigiano-Reggiano, mozzarella, mayonnaise and pesto with an electric mixer on low speed until combined. Evenly spread cheese mixture in a 9-inch pie plate. Bake, uncovered, for 30 minutes or until bubbly.
When potatoes are cool enough to handle, use the tines of a fork and your thumbs to break potatoes into 3 or 4 irregular (rustic looking) pieces. Use a teaspoon to carefully scoop out the inside of each potato piece, leaving a shell about 1/4 inch thick. (Cover and chill the leftover white portion for another use.)
Place the potatoes, skin side down, in a single layer on large shallow baking pan. Drizzle oil over potatoes; sprinkle with rosemary. Return to oven (time them to be finished with dip coming out of the oven) and bake for 20 to 25 minutes more or until crispy and heated through.
To serve, place dip in a shallow bowl in the center of a serving platter. Surround with potato skins. Serve immediately. Makes 8 to 10 servings.