Place potatoes in large saucepan. Cover with cold water and boil until tender. Drain.
Mash potatoes with milk and butter in large bowl. Mix in cream cheese, green onions and pimientos. Season with salt and pepper. Stir in egg.
Transfer potatoes to 9x13 glass baking dish. Preheat oven to 350. Bake potatoes until puffed and light brown, about 25 minutes. 6 to 8 servings.