Heat oven to 425. Line a rimmed large metal baking sheet with parchment paper.
Pierce the potato a few times with a fork. Lightly coat the potato in oil, then place on one end of the baking sheet.
Toss the broccoli lightly in oil on the other end of the baking sheet, spreading into a single layer.
Roast for 9 minutes, flip the broccoli, then roast for another 9 minutes, or until cooked to your liking.
Remove the broccoli from the oven, then shift the potato to the center of the baking sheet.
Cook the potato for another 35 minutes or until tender. Remove from the oven, then carefully slice in half lengthwise.
While the potato cools put the milk, butter and cream cheese in a microwave safe medium-sized bowl. Heat for 20 seconds or until warm.
Carefully scoop the warm potato flesh out of the skins and run it through a potato ricer into the hot milk mixture. If you don't have a ricer, scoop the potato directly into the milk.
Add the nutritional yeast, cayenne, black pepper, and salt. Gently mix until just creamy, adding more warm milk if necessary. Roughly chop the roasted broccoli, then fold the broccoli in followed by the tempeh bacon and 1/4 cup cheese. Taste and adjust seasonings if you'd like.
Scoop the potato mixture into the shells, then top with the remaining 1/4 cup cheese.
Place the stuffed potatoes onto the same parchment lined baking sheet, then bake for 35 minutes at 375, or until hot and melty.