Place the mushroom onto a baking tray and using a teaspoon scoop out the inside of the mushroom leaving just the shell.
Sprinkle the mushrooms with a little salt and milled pepper and add the chopped thyme.
Crack an egg into each of the mushrooms and pop into the oven for about 10-12 minutes. The yolks should be soft and remove from the oven. Sprinkle over the cheddar cheese and a little more fresh thyme and pop back into the oven for 3 minutes just to melt the cheese. Serve straight away with roasted baby tomatoes and fresh rocket.