Preheat the oven to 200ºC/400ºF/gas 6. Rub each potato with a little olive oil, then place in a large baking dish. Bake for 1 hour, or until the potatoes are golden and tender. Set aside until cool enough to handle. Leave the oven on.
Cut the baked potatoes in half, then use a teaspoon to scoop out the middle into a bowl – leave a bit of potato around the edges so the baked potato keeps its shape. Mash the potato with a fork. Chop half the rocket, then add to the potato with the Gorgonzola. Season with pepper (the Gorgonzola will provide the salt) and mix together. Spoon back into the potato skins.
Place the potato skins on a couple of baking trays and bake in the oven for 10 minutes, to warm through and melt the cheese. Transfer to a serving plate and top with the remaining rocket dressed with extra virgin olive oil. Add a little blob of chopped mustard fruit, if using. Serve while still warm.