Preheat the oven to 450°F. Line a baking sheet with parchment paper an set aside.
Carefully separate the egg whites from the yolks placing the whites in a large mixing bowl and the yolks in a small bowl (make sure the yolks dont break and that there is no little pieces yolk mixed in with the whites).
Using a whisk or a stand mixer with a whisk attachment (I recommend using a stand mixer because its a lot of whisking), beat the egg whites until stiff peaks form. Gently fold the Parmesan into the egg whites. Place four mounds of egg whites onto the lined baking sheet and press down then centers of the mounds to form small nests. Bake in the preheated oven until lightly browned, about 4 minutes.
Take the pan out of the oven and carefully slide an egg yolk into the center of each egg white mound and return to the oven. Bake until yolk is cooked to your liking, about 3 to 5 minutes.
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