Preheat your oven to 400°F (200°C).
Trim the woody ends off the asparagus spears and place them in a single layer on a small rimmed baking sheet or in a cast-iron skillet.
Drizzle the asparagus with the extra virgin olive oil and season with sea salt and black pepper, tossing to ensure every spear is coated.
Roast the asparagus in the oven for 8 minutes until they are slightly tender but still vibrant green.
Remove the pan from the oven and carefully push the asparagus spears to the outer edges to create a space in the center.
Lay the prosciutto slices in the center of the pan, slightly overlapping.
Carefully pour the liquid egg whites over the prosciutto, then crack the three whole eggs on top, keeping the yolks intact.
Sprinkle the crumbled feta cheese evenly over the eggs and the roasted asparagus.
Return the pan to the oven and bake for 8 to 10 minutes, or until the egg whites are fully opaque and set, but the yolks are still soft.
Remove from the oven, garnish with freshly chopped chives, and serve immediately while hot.