Preheat your oven to 375°F (190°C) and lightly grease a small oven-safe baking dish or ramekin with the extra virgin olive oil.
In a small mixing bowl, whisk together the plain Greek yogurt, sea salt, black pepper, and smoked paprika until the mixture is smooth and well-combined.
Roughly chop the fresh spinach and dice the smoked ham into small, bite-sized cubes.
Place the chopped spinach and diced ham into the bottom of the prepared baking dish, spreading them out into an even layer.
Gently crack the three large eggs over the spinach and ham layer, taking care to keep the yolks intact.
Spoon the seasoned Greek yogurt mixture around the egg whites, leaving the yolks exposed for a beautiful presentation.
Sprinkle the grated parmesan cheese evenly over the top of the dish.
Bake in the center of the oven for 12 to 15 minutes, or until the egg whites are fully set but the yolks remain slightly runny.
Remove from the oven and garnish with freshly chopped chives before serving warm.