In a bowl, beat 1 egg, milk, salt and pepper to taste.
Remove the crumb from two croutons, leaving only the crusts. Place a whole piece of bread into each crouton. The top crouton without a center will become a mold for the filling. Dip the resulting croutons into the egg mixture.
Grate the cheese on a coarse grater. Line a baking dish with parchment paper. Put the croutons in. Carefully, without damaging the yolk, break 1 egg into each crouton without the middle. Sprinkle with cheese, salt and pepper.
Place in the oven and bake for 10-12 minutes at 180⁰C.