1. Preheat the oven to 350 degrees and prick the potatoes all over with a fork to allow steam to escape while cooking.
2. Place potatoes right on the oven rack and bake until cooked through and easily pierced with fork, approximately one hour.
3. Remove potatoes to a cooling rack and slice to let steam and moisture escape. Let cool for 15 minutes. Gnocchi will be easier to make, and will be lighter and fluffier if you work with the potatoes while they are still warm, so do not let them cool all the way.
4. Remove the potato skins and pass the flesh through a potato ricer into a medium bowl. (A potato ricer is not strictly necessary, you can mash the potatoes by hand and fluff them with a fork, but ricers are inexpensive and make amazing mash potatoes too!)
5. Sprinkle the flour over the potatoes along with a pinch of salt and pepper, and toss gently to combine. Add the egg to the potato mixture and use your hands to combine the mixture and knead a few times into a workable cohesive dough. Try not to overwork, it will make the finished gnocchi tough.
6. Cut the dough into four equal sized pieces. Lightly cover the pieces you are not working with, so they don't dry out.
7. On a lightly floured surface with lightly floured hands, roll the dough under your palms (like you used to roll a snake out of play dough when you were a kid) gently, you don't want to overwork, into a tube about a 3/4 inch thick. Using a sharp knife, cut into gnocchi about an inch long. Set aside and repeat with the remaining dough. Traditionally, at this point the gnocchi would be pressed gently across the back of a fork to create ridges for collecting whatever sauce you decide to serve with it. This is great, but not strictly necessary, feel free to press small indentations in each gnocchi instead, or, if you are in a hurry, do nothing at all, and cook the gnocchi just as they are, in fluffy little pillow shapes.
8. Cook half the gnocchi at a time in boiling, heavily salted water just until they all float, about two minutes. Remove to a strainer and repeat with remaining gnocchi. Toss with desired sauce and serve!