Preheat your oven to 375°F (190°C).
Lightly grease your gratin dishes or ramekins with olive oil or non-stick spray.
Cut the avocado in half, remove the pit, and scoop out the flesh. Slice the avocado into thin pieces or cubes and arrange it evenly in the bottom of each gratin dish.
Sprinkle crumbled feta cheese over the avocado.
Carefully crack one egg into each gratin dish on top of the avocado and feta.
Sprinkle salt and freshly ground black pepper over the eggs, adjusting to your taste preferences.
Place the gratin dishes in the oven and bake for about 12-15 minutes, or until the egg whites are set but the yolks are still runny.
Once baked, remove the dishes from the oven and let them cool for a minute or two. Serve immediately.