Preheat the oven to 400˚F, line a baking sheet with foil or parchment paper and grease lightly.
Cut bell peppers in half and remove the seeds.
Place the peppers cut side up onto the baking sheet. Bake for 15 to 20 minutes until softened.
Place 1 tablespoon of cheese at the bottom of each pepper. Crack an egg on top, then sprinkle lightly with salt and pepper. Add another tablespoon of cheese around the edges, leaving some of the yolk visible in the center.
Bake for 15 to 20 minutes, until the egg whites are set. Finish with a light sprinkle of chives.