Scrub potatoes and rub skins with shortening. Bake at 450 degrees for 45 minutes, or until tender. In a skillet over medium heat, brown bacon; reserve a tablespoon of drippings, drain and crumble. In same skillet, saute chopped onion until tender. Cut potatoes in half, scoop out pulp. Place pulp in medium bowl with yogurt, bacon, peppers and salt; mix well. Spoon potato mixture in skins and sprinkle cheddar cheese on top. Bake at 450 degrees for 5-8 minutes or until cheese is melted.