Lightly oil or butter a 12-hole muffin tray. Line the base and most of the sides of each mould with a slice of ham, then break an egg into the hollow. Drizzle with the cream and scatter with sea salt, pepper and parmesan.
Bake for 15 to 20 minutes until the egg is just set and starting to shrink away from the sides of the tin.
Leave to cool for 5 minutes, then run a knife around each mould to loosen the ham and egg and remove to a wire tray. Eat warm or at room temperature.