Cut the kabocha squash in half and remove the seeds.
Place the kabocha in a steamer and steam for 15 minutes.
Scoop out the center of the steamed kabocha to make a cup shape.
Sprinkle salt and pepper inside the kabocha cup and crack an egg into it.
Add cheddar cheese and heavy cream.
Bake the kabocha in a preheated oven at 180°C (356°F) for 10 minutes.
Garnish the baked kabocha with parsley or herbs to finish.