Cut each potato lengthwise into four wedges. Cut away the white portion, leaving 1/4 inches on the potato skins. Place skins on a microwave safe plate. Microwave, uncovered, on high for 8-10 minutes or until tender. Combine the butter, rosemary, salt and pepper; brush over both sides of potato skins.
Grill the potatoes, skin side up, uncovered, over direct medium heat for 2-3 minutes or until lightly browned. Turn the potatoes and position over indirect heat; grill 2 minutes longer. Top with the cheese. Cover and grill 2-3 minutes or until cheese is melted. Sprinkle with the bacon and onions. Serve with the sour cream.