Preheat the oven to 220C/425F/Gas 7.
Heat the oil in a medium ovenproof, non-stick frying pan. Add the shallot and sauté for 2 minutes, to soften.
Add the cavolo nero and the pepper and cook for a further 3-4 minutes.
Add the eggs and cook over a low heat until the egg has set.
Crumble the cheese over the top and then transfer to the oven and cook for 5-6 minutes, until the cheese has melted and is golden.
To serve, remove from the oven, and carefully transfer onto a serving plate, cheese side upwards.