Preheat and prep: Set your oven to 400°F (200°C). Lightly grease a small baking dish with butter or olive oil.
Halve and pit the avocados: Cut the avocados lengthwise, remove the pits, and gently scoop out a little extra flesh to widen the cavity. Save those scooped bits for garnish.
Stabilize the halves: Nestle the avocado halves in the baking dish so they sit flat.
You can use crumpled foil “nests” to keep them steady.
Add the eggs: If the cavities are deep, crack one small egg into each half. If shallow, lightly beat two large eggs and divide the mixture among the four halves. Season with salt and pepper.
Top with cheese: Sprinkle the shredded cheese evenly over the eggs.
Add paprika or red pepper flakes if you like a little kick.
Bake: Place the dish on the middle rack and bake for 10–14 minutes, depending on how set you like your yolks. Check at 10 minutes; the whites should be mostly set with a slight jiggle.
Add toppings: Remove from the oven and top with crumbled bacon, scallions, and the reserved avocado bits, chopped.
Finish and serve: Add a small squeeze of lemon or lime to brighten the flavors. Serve hot with extra black pepper.