For the baked eggs: Preheat the oven to 350 degrees F. Spray a 6-cup muffin tin generously with cooking spray.
Toss the kale, Cheddar, red peppers and scallions together in a bowl with a large pinch of salt and a few grinds of pepper. Divide the mixture evenly among the muffin cups, pressing down lightly to compact. Crack an egg into a small bowl and then slide it into one of the cups; repeat with the remaining eggs. Sprinkle lightly with salt and pepper.
Bake until the egg whites are just set but the yolks are still a little runny, about 15 minutes.
For the hollandaise: Meanwhile, in a small saucepan, melt the butter over low heat.
Add the lemon juice, paprika, egg yolks and a pinch of salt to a blender and blend on medium-high speed until the yolks lighten in color, 20 to 30 seconds. Lower the blender speed and slowly drizzle in the melted butter. Continue to blend on low until fully incorporated. For thinner hollandaise, drizzle in water 1 tablespoon at a time. Season with salt to taste.