I found this on Incredible Recipes and I had to share...you gotta know it is amazing...I think I would add some cheese too...maybe between the ham and egg. It will be like an omelet...mushrooms, onions..wow ideas are endless!!
Preheat oven to 450 degrees. Line pan with foil. 1 thickly sliced green pepper ring per egg, 1 slice of ham per egg. (No need to use PAM or to grease the foil.) Place green pepper ring on foil. Place the ham slice into the green pepper ring. Carefully crack an egg into the ham slice without piercing the yolk. (I cracked the eggs into a measuring cup so I could carefully pour the egg into the "nest".) Spoon about 1/2 - 1 tsp of olive oil or heavy cream over the yolk. Sprinkle with salt and pepper. Sprinkle with Parmesan or other cheese, if desired. (for dairy free option, use olive oil and no cheese) Bake at 450 degrees for 10 - 12 minutes to desired doneness.