Heat oven to 425 degrees and line a large rimmed sheet pan with foil. Pierce the potatoes all over with a fork and place them along the edges of the pan (where it gets the hottest).
Bake until tender and reduced in size, 1 to 1¼ hours. A fork should pierce through the largest potato’s center easily. Remove the pan from the oven and leave on the counter to finish steaming, about 15 minutes.
Meanwhile, in a small saucepan, combine the honey and cayenne pepper. Heat the mixture over medium, stirring occasionally, until bubbling. Continue cooking, stirring constantly, until slightly reduced, 1 to 2 minutes. Remove from the heat, stir in the hot sauce and season with black pepper. Set aside to cool slightly.
To a large bowl, add the goat cheese, heavy cream and a pinch of salt. Whisk the mixture by hand or with an electric mixer until smooth, thick and the consistency of sour cream, 1 to 2 minutes. (use more cream as needed to get desired consistency)
When the potatoes have cooled slightly, slice each in half lengthwise without cutting through the bottom. Then, using both hands, gently pinch the bottoms up to push out some of the potato flesh. Season with salt.
To assemble, top each potato with a pat of butter, a dollop of goat-cheese whipped cream, some nuts, a generous drizzle of hot honey and a sprinkle of rosemary.