Preheat oven to 400 degrees. Line a large baking sheet with parchment paper and lightly spray with cooking spray. Separate eggs by placing yolks into individual small bowls and whites into one medium-sized bowl to whip. Use a hand mixer to beat egg whites until stiff peaks form, about 3 minutes. Gently fold in cheese.
Spoon egg whites into 2 mounds on prepared baking sheet. Use the back of a spoon to gently make an indent in the centers for the yolk to nest. Bake until lightly golden and set, about 3 minutes.
Carefully place an egg yolk into center of each nest and season with salt, pepper and herbs. Bake until yolks are set, about an additional 3 minutes. Eat alone or serve over toast or English muffin.