Preheat grill to medium-high heat (about 400 F). Clean and oil the grates.
Scrub potatoes well and pat dry. Pierce each potato 6 to 8 times with a fork.
In a small bowl, mix olive oil, salt, pepper, garlic powder, and dried rosemary.
Rub the potatoes all over with the seasoned oil to coat evenly.
Wrap each potato tightly in heavy-duty foil.
Place potatoes on the grill over indirect heat. Close the lid and cook for 45 to 60 minutes, turning every 15 minutes, until very tender.
Check doneness: a skewer should slide through easily, or internal temperature should reach about 205 F.
Carefully remove foil, split potatoes, and fluff the insides with a fork. Top with butter, sour cream, cheddar, and chives. Season to taste and serve hot.
Notes
For extra-crispy skins, unwrap during the last 5 minutes and grill over direct heat, turning often. Yukon Gold potatoes also work well. Add crumbled bacon or smoked paprika for a flavor boost.