First, preheat your oven to 400°F. Thoroughly wash and dry the potatoes. Place them directly on the oven rack and let them bake for about 45 minutes to an hour. You'll know they're ready when a fork can be inserted easily into the center. Once cooked, carefully remove them from the oven and set them aside to cool down until you can handle them without burning your hands.
Once the potatoes are cool enough, slice each one in half lengthwise. Use a spoon to carefully scoop out most of the flesh, leaving about a 1/4-inch thick border of potato attached to the skin. This ensures the skins are sturdy enough to hold the fillings. You can save the scooped-out potato for another use, like mashed potatoes. Place the hollowed-out potato skins on a wire rack set over a baking sheet, drizzle them with olive oil, and season with salt and pepper. Return them to the oven to bake for another 10 to 12 minutes, until they look golden brown and feel crispy.
Remove the crispy potato skins from the oven. Sprinkle half of the shredded Swiss cheese evenly into the bottom of each skin. Next, layer on the pulled pork, the sliced ham, and the pickle chips. Top everything off with the remaining shredded cheese. Place the filled potato skins back into the oven and bake for one final 10 to 12 minutes, just until the filling is heated through and the cheese on top is perfectly melted and bubbly.
While the potato skins are in the oven for their final bake, you can prepare the sauce. In a medium bowl, combine the Dijon mustard, yellow mustard, white wine vinegar, grated garlic, and honey. Whisk in the cayenne pepper, a pinch of salt, and some black pepper until the sauce is completely smooth. Give it a taste and adjust the seasoning if you think it needs more salt, pepper, or a little extra kick of cayenne.