Preheat oven to 375°F (190°C) and line a baking sheet with parchment paper. Lightly grease with olive oil or butter.
Separate the egg whites and yolks, keeping yolks whole in individual bowls. Add whites to a mixing bowl.
Whisk the egg whites until soft peaks form. Fold in the grated Parmesan cheese gently.
Spoon egg whites into two mounds on the baking sheet. Create a small well in the center of each.
Bake for 3 minutes, then carefully add a yolk to each center. Return to oven for 3–4 more minutes until whites are golden and yolk is slightly set.
Season with salt and pepper. Serve immediately with herbs and toast or greens if desired.