Cloud Eggs

Preheat the oven and prep the baking sheet:

Preheat the oven to 450°F (230°C) with a rack in the middle.

Line a roasting pan, or baking sheet that can take high temperatures without warping, with parchment paper or Silpat.
Separate the eggs:

Separate the egg yolks from the whites. Make sure there are no little pieces of egg yolk in the whites, or you will have difficulty getting the whites to beat properly. It helps if you are making more than 1 egg nest to keep each egg yolk in a separate prep bowl.
Beat the eggs to stiff peaks:

Place the egg whites in a very clean mixer bowl (any residual oil in the mixer bowl will keep the egg whites from whipping up properly).

Add a small pinch of salt to each of the egg whites. Beat the egg whites with a whisk attachment in a mixer (or using a hand mixer), starting on low speed and then slowly increasing to high speed, until stiff peaks form.
Fold in the cheese:

Gently fold in the grated cheese, taking care not to deflate the egg whites.
Mound the egg whites:

Create 2 mounds of the egg white mixture on the lined baking sheet. Form the mounds so they look like nests, with indentations in the centers.
Bake:

Place in the 450°F oven for 3 minutes. After 3 minutes, open the oven, pull out the rack with the egg white nests, and gently add an egg yolk to the center of each nest. Return the baking sheet to the oven, and cook for 3 more minutes.

Serve immediately.