Preheat oven to 450°F and grease a large baking sheet with cooking spray. Separate egg whites and yolks, placing egg whites in a large bowl and yolks in a small bowl. Using a whisk or hand mixer, beat egg whites until stiff peaks form, 3 minutes. Gently fold in Parmesan and ham and season with salt and pepper.
Spoon 8 mounds of egg whites onto prepared baking sheet and indent centers to form nests. Bake until lightly golden, about 3 minutes.
Carefully spoon an egg yolk into center of each nest and season with salt and pepper. Bake until yolks are just set, about 3 minutes more.
Garnish with chives before serving.
Recipe by Slim Pickins at https://www.slimpickins.org/2018/09/01/cloud-eggs/