Preheat your oven to 400°F and line a large rimmed sheet pan with parchment paper.
Trim the woody ends from the asparagus spears and place them on the prepared sheet pan.
Drizzle the asparagus with olive oil and sprinkle with sea salt, black pepper, and garlic powder, tossing to coat evenly.
Spread the asparagus into a single layer and roast in the oven for 8 minutes until they are bright green and slightly tender.
Remove the pan from the oven and use a spatula to create three small circular nests among the asparagus spears.
Carefully pour the egg whites into the nests, then crack one whole egg into the center of each nest.
Sprinkle the crumbled feta cheese over the eggs and asparagus, then return the pan to the oven.
Bake for another 8 to 10 minutes until the egg whites are opaque and set, but the yolks remain slightly soft.
Garnish with freshly chopped chives and serve immediately while warm.