Pre-heat oven to 450 degrees and line a baking sheet with parchment paper.
Crack and separate all eggs, placing whites in a large bowl and yolks in 4 separate small bowls.
Using a hand mixer (or a whisk and a lot of arm strength), whip egg whites until stiff peaks form.
Fold in chopped prosciutto, shredded cheese, chopped jalapeño, and chopped chives.
On prepared baking sheet, spoon egg white mixture into four equal-sized mounds. Push spoon down to make a deep well in the middle of each mound. Sprinkle with salt and pepper.
Bake at 450 degrees for about 4 minutes. Remove from oven and add an egg yolk to each mound.
Bake for another 2-3 minutes, until egg yolks are set.