Preheat the oven to 425 degrees F. Line a baking sheet with parchment paper.
Thoroughly wash and dry the acorn squash. Use a sharp knife to make a few slits in the squash. Microwave for 2 minutes, then let stand until cool to the touch. Slice off the stem and bottom of the squash. Cut the squash into 4 slices, each about 1/2 to 3/4 inch thick. Remove the seeds with a spoon, creating a hole in each slice (you may need to scoop out a bit of the squash to create the hole). Put the squash slices on the prepared baking sheet.
In a small dish, mix the salt, chili powder and pepper. Use a pastry brush to brush both sides of the squash slices with oil, then sprinkle with the salt mixture (reserve a small amount of seasoning for the eggs). Bake for 25 minutes.
Remove the squash from the oven and crack an egg into the hole of each slice. Sprinkle with the reserved salt mixture. Return to the oven and bake until the whites are set and the yolks are the desired doneness, about 10 minutes. Serve sprinkled with queso fresco, cilantro and hot sauce if desired.