Butter the inside bottom and sides of a pie plate or ceramic quiche dish.
Pour the heavy cream in the buttered dish and tilt the dish to coat evenly. Carefully crack the eggs into the dish without breaking the yolks. If necessary use a spoon to gently spread the yolks out evenly in the dish.
Sprinkle the Parmesan cheese evenly over the eggs. Sprinkle a little freshly ground pepper evenly on top.
Bake the eggs in the preheated oven until the whites of the eggs are set, but the yolks are still soft, 8 to 10 minutes.
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