Set a large ovenproof skillet over medium-high heat. Add the olive oil and heat to shimmering, then add the onion and a pinch of salt. Cook until translucent, about 1 minute. Add the spinach and cook until wilted, about 1 minute. Add the cream and bring to a simmer. Add the nutmeg and Parmesan and season with a pinch of salt and a twist of pepper.
Make 4 shallow depressions in the spinach mixture and carefully crack an egg into each one. Transfer the skillet to the oven and cook until the egg whites are set but the yolks are still runny, about 8 minutes. Serve immediately.
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