Preheat the Traeger grill to 375°F (190°C). Line 2 baking trays with parchment paper.

Arrange the mini Yukon Gold potatoes on 1 prepared baking tray. Prick each potato several times with a fork.

Drizzle the potatoes with 3 tbsp olive oil. Season the potatoes with about 1 tsp sea salt.

Bake the potatoes on the Traeger grill until fork-tender, 40 to 45 min. Remove the potatoes and let them cool until safe to handle.

Arrange the bacon in a single layer on the second prepared baking tray. Brush the bacon with 2 tbsp pure maple syrup.

Cook the bacon on the Traeger grill until golden, 25 to 30 min. Turn the bacon halfway through cooking.

Transfer the cooked bacon to the cutting board. Finely chop the bacon and reserve a small portion for serving.

Heat the skillet over medium heat. Melt 2 tbsp butter in the skillet.

Add the minced shallots, fresh thyme, and minced garlic to the melted butter. Season with a pinch of sea salt.

Cook the shallot mixture until softened, 6 to 8 min. Remove the skillet from the heat.

Cut a very thin cap from the top of every baked potato. Scoop the potato flesh into a mixing bowl, leaving a thin potato shell intact.

Add 1/2 cup crème fraîche, 1/4 cup heavy cream, and 3/4 cup Emmental cheese to the potato flesh. Add the cooked shallot mixture and chopped bacon.

Mix in half of the fresh chives and 1 tbsp lemon juice. Season the filling with the remaining sea salt and cracked black pepper.

Transfer the potato filling to a piping bag. Pipe the filling generously into the hollow potato shells.

Return the filled potatoes to the Traeger grill. Cook until the filling is golden, bubbling, and heated through, 15 to 20 min.

Top the hot potatoes with crème fraîche for serving and caviar. Garnish with fresh chives for serving, reserved bacon, and lemon wedges.