Preheat pellet grill or smoker to 250-275 degrees F. *I had my smoker set on 265 degrees F.
Coat potatoes in a thin layer of beef tallow or oil. Liberally sprinkle all sides of the oiled potatoes with all-purpose seasoning or salt and pepper blend.
Place potatoes directly on the grill grates, close the grill lid, and smoke for about 2½ hours. Potatoes are done when they are fork tender and soft when you squeeze them, or when an internal thermometer reads 205-210 degrees F.
Carefully remove the smoked potatoes from the grill, and allow to cool about 10-15 minutes, or until you can handle them. While potatoes are cooling, add sour cream, butter, cream cheese, 1 cup of the shredded cheese, 4 slices chopped bacon, horseradish, and about 1½ sliced green onions to a large bowl. *Reserve the remaining cheddar cheese, chopped bacon, and green onion for garnish.
When you can handle the potatoes, cut the top ¼ of the potato off lengthwise. Scoop out the flesh, adding it to the bowl with the other ingredients. Leave about ¼" of potato flesh all around the interior of the potato to keep the skins sturdy. As you're scooping out the potato, take care to not tear the skins as best as you can.
Mix the potato flesh with the other twice baked potato ingredients until smooth and creamy. Add salt and pepper to taste. Add the filling back into the hollowed out potatoes, dividing it equally.
Transfer the prepared potatoes to a baking sheet lined with aluminum foil. Smoke the potatoes at 250-275 for about 1 hour, or until the cheese is melted and inside is hot.
Sprinkle remaining cheddar cheese, chopped bacon, and green onions on the top of the potatoes for garnish. Return to the smoker for an additional 10 minutes, or until the cheese is melted on top. Remove twice baked potatoes from the smoker and serve warm.