Slice each pepper in half, remove the seeds and trim down any ribs. Place them side up on a baking sheet with lined parchment paper. Drizzle them with a little olive oil and a sprinkle of salt and pepper.
Bake the peppers until they soften (about 10-15 minutes).
When ready, remove the peppers from the oven and sprinkle some cheese in each of them. Carefully crack an egg and place on top. Sprinkle with some salt and ground pepper.
Bake until eggs are set (about 15 min).
Garnish with some freshly chopped chives, parsley or basil.