Wash the potato thoroughly, scrubbing off any dirt. Pierce the potato in several spots with a fork.
Place the potato on a microwave-safe plate and microwave on high for 3–7 minutes, until tender.
Let the potato rest for 1 minute before handling.
Carefully slice the potato open lengthwise. Scoop out the hot pulp into a bowl, leaving about a ¼-inch border of potato attached to the skin.
Add the Greek yogurt, butter, paprika, salt, and pepper to the potato pulp. Mash with a fork until well combined and creamy.
Spoon the mashed potato mixture back into the potato shells.
Sprinkle the shredded Cheddar cheese over the top.
Microwave for another 30-60 seconds, or until the cheese is perfectly melted and bubbly.
Serve immediately.