Preheat oven to 350 degrees. In a large non-stick skillet, heat the oil over medium-to high heat. Add the sliced onion and bell peppers cooking until translucent and beginning to soften, about 3 minutes. Add the roast beef, salt and black pepper and cook for 2 minutes. Remove from heat. If needed, season to taste with additional salt and pepper and set aside. Place the potato skin shells on a baking sheet and season shells with salt, black pepper and paprika. Fill each shell with roast beef mixture; then, drizzle each with the cheese sauce.
In a medium saucepan, melt the butter, add the flour and combine to make a roux. Slowly add milk and whisk constantly. Continue adding milk until the sauce sticks to the back of a spoon. Turn off heat. Add cheese a little at a time, stirring until all the cheese is completely incorporated. If desired, add more cheese to your liking.