Preheat oven to 400 degrees F. Lightly coat potatoes with olive oil and sprinkle generously with salt and pepper. Bake 1 hour or until done. Set aside until cool enough to handle. Switch oven setting to Broil.
Slice each potato across the top length-wise, leaving enough potato that the skin holds its shape, about 1/4". Scoop out insides and place them in a medium size mixing bowl. Set aside.
Into a medium size skillet over medium-high heat, add sausage slices in an even layer. Cook 3-5 minutes on each side, until browned. Remove from pan and place on a cutting board. Chop bratwurst slices into small pieces. Do not wipe out the pan.
Reduce heat to medium then add in the sliced onions. Season to taste with salt and pepper. Cook, stirring frequently for about 20 minutes, until onions are caramelized to a golden brown color.
Into the pan with onions, add in the chopped bratwurst and lager beer. Stir frequently as the beer reduces slightly. Adjust seasoning to taste with salt and pepper.
Into the mixing bowl with the potato insides, add butter, mozzarella shreds, and bratwurst/onion mixture. Stir gently to combine and adjust seasoning to taste.
Spoon filling into scooped-out potato skins in heaping amounts.
Place filled potatoes onto a baking sheet and place under the broiler 1-2 minutes, just until lightly browned.
To serve, top each potato with sauerkraut and ground black pepper. Serve warm.