Butter 4 8-ounce ramekins. Set them on a 1/4 or 1/2 sheet baking tray. Preheat the oven to 400°F.
Add the olive oil to a non-stick saute pan and heat on medium high heat. Add the chopped shallots, reduce heat to medium and cook for 5 minutes until soft. Reduce the heat to medium low, add the chopped garlic and cook for 3 minutes. Garlic should be fragrant. Scrape the onions and garlic into a small bowl.
Return the heat to medium high, add 1 tablespoon of olive oil to the pan. Wait for the oil to heat up and then add the spinach in two bunches, waiting for the first batch to wilt slightly before adding the second bunch. Sprinkle the spinach with 1/4 teaspoon of salt and the ground nutmeg. Reduce the heat to medium and cook the spinach, stirring frequently, until the liquid is evaporated.
Add the onions and garlic to the spinach, stir to combine. Zest the lemon directly onto the spinach, stir to combine.
Add 1/2 cup of heavy cream and cook on medium heat until the cream starts to thicken and bubbles around the edge. Remove the pan from the heat and 3 tablespoons of grated Pecorino Romano cheese. Stir to combine.
Divide the spinach between the four ramekins. Crack an egg into a small prep bowl and then pour it on top one of the spinach filled ramekins. Repeat with the remaining 3 ramekins.
Place the ramekins in the oven and bake until the eggs are medium and the egg whites are opaque, 12-15 minutes.
Remove the baked eggs from the oven, top with garnishes and serve immediately.