Cut each potato in half, horizontally. Then use a small melon baller to hollow out a bit of the round side of each half, about 1/2-inch deep. (Save the scraps to sauté, sprinkle with salt and pepper and eat!)
Place the prepared potato halves, flat side down on a large steamer rack, over a few inches of water -- ideally into a pot that fits it perfectly. Place the pot over high heat and once the water below the rack is boiling, reduce the heat to low, cover and steam the potatoes until they are tender, 10 to 15 minutes. (Cooking times will vary depending on their size). Set the potatoes aside to cool.
Add the olive oil to a medium-sized sauté pan, using enough to coat the bottom.
Roughly chop the thinly sliced onion and place the pan over medium-high heat.
Add the onions to the pan and, stirring often, cook until they are soft and beginning to brown, about 10 minutes. Add the cranberries and pecans and cook for another 2 minutes.
Add the cayenne and season to taste with the salt. (Here's How to Season to Taste
Preheat the oven to 300°F, and line a baking sheet with parchment paper.
Place the potato halves on the lined baking sheet.
Using about 2/3 of the cheese, add a bit to the top of each potato, filling the scooped out area, and gently pressing it down.
Now evenly divide the onion mixture among the potatoes, gently pressing in down on top of the cheese.
Then sprinkle a bit of the remaining cheese on top of each one.
Place them in the preheated 300°F oven just to warm them through and melt the cheese, about 4 minutes.
Place them on a serving platter, sprinkle with the chives and serve warm.