Preheat oven to 425°F. Lightly grease two 4-inch ramekins (you can use a smaller size, or teacups work as well; you may have to adjust your cooking time for the desired setting of the eggs).
Crack each egg into a ramekin, and pour 1 tablespoon of cream onto each egg. Sprinkle the cheese, shallots and a few thyme leaves onto each egg.
Bake for 7 to 10 minutes (7 for a very runny yolk, 10 for a firmer yolk), until the egg is 'set' to your preference. Serve immediately with toast soldiers. Eggs will continue to set up as you eat, so get them to the table as soon as possible.