Preheat oven to 400º and grease a 12-cup muffin tin with cooking spray. Line each cup with a slice of ham and sprinkle with cheddar. Crack an egg into each ham cup and season with salt and pepper.
Bake until eggs are cooked through, 12 to 15 minutes (depending on how runny you like your yolks). Garnish with parsley and serve.