Place potatoes on a foil-lined rimmed baking sheet. Brush all over with oil and season generously with salt and pepper; roast at 425 degrees , 20 minutes. Alternating between jalapeno slices and pepper jack, tuck the cheese and chiles between some of the potato slices. Roast until the potatoes are tender and the cheese melts, about 10 minutes more. Broil until browned, 1 to 3 minutes. Season; garnish with pickled jalapenos and cilantro.