Preheat oven to 400°F (200°C).
Scoop out a little more avocado flesh from the center of each half to make room for the egg.
Brush the exposed avocado edges with olive oil and place the halves in a snug baking dish to keep them steady.
Crack an egg into a small bowl, then gently slide the yolk into the avocado first, followed by as much egg white as fits.
Season with salt and pepper. Bake for 12–15 minutes until whites are just set.
Top with salsa and garnish with lime wedges or cilantro if using. Serve immediately.