Preheat oven to 450 degrees. Separate eggs being careful not to break the yolks. Whisk or beat egg whites until stiff peaks form. Fold in parmesan and season with salt and pepper to taste. Dollop onto a parchment or silpat lined baking sheet into four equal sized nest shapes. Using a spoon, form a dent into the center of each. Bake for 3 minutes. Add the yolk to the center of each and bake until desired yolk doneness or until they turn golden brown.