Preheat your oven to 450°F (232°C). Line a large baking sheet with parchment paper and give it a light mist of cooking spray to prevent sticking.
Carefully separate the egg whites from the yolks, placing each yolk into a separate small bowl to keep them intact. Transfer all the egg whites to a clean mixing bowl. Add a pinch of salt and whip the whites on high speed using an electric mixer until they form stiff peaks.
Once the egg whites are voluminous and glossy, gently fold in the Parmesan and finely chopped scallions with a rubber spatula, being careful not to deflate the mixture. On the prepared baking sheet, form four equal mounds of the egg mixture, roughly ¾ cup each. Use the back of a spoon to create a shallow well in the center of each mound—this will hold the yolk.
Bake the mounds for about 3 minutes, or until the edges begin to turn a light golden hue. Remove the tray from the oven. If any of the wells have puffed up or closed slightly, reshape them gently with the spoon.
Carefully slide one yolk into each well. Return the tray to the oven and bake for another 3 to 5 minutes, just until the yolks are set but still soft and runny at the center. Finish with a sprinkle of freshly ground black pepper and serve at once for maximum fluff and flavor.