Coat all holes of a muffin pan with cooking spray and crack an egg into each hole. Feel free to add any vegetables that you want at this time, just note that they will not cook all of the way through due to the quick cooking time.
Place on grill and grill over medium high heat for 2 minutes, or to desired doneness. Top with cheese and remove from the heat. Serve immediately or store in a zip-lock bag in the refrigerator for up to 2 days.