Preheat oven to 400 degrees.
Place potatoes on a baking sheet and bake for 1- 1 1/2 hours, until skin is crispy and flesh is tender. Let potatoes rest until they are cool enough to handle. Peel the skins from the potatoes and discard.
Using a food mill (shown) or a potato ricer, process potatoes to a fine grain.
On a clean work surface, sprinkle a little flour and mound the potatoes and create a well in the center. Sprinkle flour over the potatoes. Add salt and nutmeg. In the well add the egg. Stir with a fork to incorporate the flour, eggs and potatoes together. This is a messy process, but continue to stir until most of the flour and egg are incorporated. Use your hands to combine the rest of the dough, which will be sticky.
Cut the dough into 4 equal segments.
Lightly flour work surface as needed to prevent sticking, but don't overdo it or gnocchi will be heavy.
Take one segment and roll it into a ball, then set it on the work surface and roll the dough into a rope about 3/4" thick. Use a sharp knife and cut 1" segments from the rope. To make the telltale gnocchi ridges, rest a fork, tines facing down on the work surface. Hold a gnocchi and gently roll it from the bend in the fork along the tines, pressing lightly to form ridges. Repeat with remaining gnocchi and dough segments.