Preheat the oven to 400 degrees F (204 degrees C).

Trim off long edges of the russet potatoes so that they can lay flat. Cut in half lengthwise and rinse in a bowl of cold water to remove excess starch. Pat dry on paper towels. Season generously with black pepper, cayenne, and salt.

Coat the bottom of a large baking dish with olive oil. Lay potatoes seasoned-sides down in the dish. Brush tops with more olive oil; season with pepper, cayenne, and salt.

Bake in the preheated oven for 20 minutes. Remove and carefully flip potatoes over. Let rest for 10 minutes.

Meanwhile, combine broth with lemon zest and juice. Pour mixture over the potatoes. Scrape zest off the tops of the potatoes and back into the broth. Stick oregano sprigs between the potatoes. Season with pepper. Shake the dish lightly to slosh the sauce back and forth.

Return potatoes to the oven and roast for 15 minutes. Flip again; continue roasting until very soft and creamy on the inside and crusty on the outside, 10 to 15 minutes more. Flip over once more to serve. Drizzle more olive oil on top; sprinkle with pepper and more oregano.