1. Prepare grill for direct and indirect grilling over medium-high heat. Cut peppers in halve lengthwise and remove seeds. Grill peppers cut side down over direct heat for 4-5 minutes or until slightly softened and edges slightly charred. Remove peppers from grill and line with strips of sliced ham. Crack eggs into pepper halves and top with cheese, herbs, salt and pepper and drizzle with olive oil.
2. Return peppers to grill and cook on indirect heat for 12-15 minutes or until whites are set firm or eggs cooked to desired doneness. Remove from grill and serve hot.