Preheat oven to 350F. First we create the bacon baskets. Start by laying the slices of bacon flat, then weave the bacon. Over, under, over, under, and continue to do that until your bacon is fully weaved. When you're finished, you should have a fully weaved sheet of bacon.
Cut the bacon weave horizontally and vertically. This yields 4 smaller bacon weaves.
On a cupcake tray, line each corner with a piece of foil. If you're making more of these, try to leave some space between each of the baskets, so they aren't touching. I've had them stick together before. Lay the weaves on top of each piece of foil, making sure each piece of bacon is tucked around the cupcake tray. Try to keep the weave intact.
Put the bacon baskets in the oven for 50 minutes. Previously, I have taken them out at 35 minutes, right when they just finish cooking, but I prefer them to stay in and get a bit more crisp. Let them cool for 10 minutes.
While the bacon baskets are cooling, crack the eggs into a bowl.
Add the heavy cream, then scramble the mixture well, until everything is combined.
Put a pan on the stove over medium heat and add olive oil, then add the spinach. Once it's started cooking, add some pepper. I don't add salt, because the bacon baskets will have a salty flavor. Cook until spinach is wilted.
Add the egg mixture to the spinach and turn heat to low. DON'T TOUCH THE EGGS!
Once your eggs have started to cook on the bottom, you can mix them. I take them off the stove at this point and allow them to finish the cooking process through residual heat.
Set the oven to BROIL. (I use the second highest setting.) Get the bacon baskets ready.
Fill the bacon baskets with the egg and spinach mixture, then top them with cheese.
Put them in the oven under the broiler. You should start to see the cheese bubbling on the top; that means they have a few more minutes left. Remove them from the oven when you’re satisfied with the crust of cheese. Remember that it hardens a little bit as it cools.
Serve and enjoy this deliciousness!