Preheat the oven to 400 degrees F (200 degrees C). Line a large rimmed baking sheet with foil.
Place slices of bacon on the prepared baking sheet.
Place bacon in the preheated oven and bake until partially cooked, but still pliable, about 8 minutes. Remove from the oven, and reduce temperature to 350 degrees F (180 degrees C). Let bacon rest until cool enough to handle.
Spray 6 cups of a muffin pan with cooking spray.
Whisk eggs together in a medium bowl. Wrap a slice of bacon around the inside of each prepared muffin cup. Divide Cheddar cheese amongst the 6 muffin cups and top with beaten egg.
Bake in the oven until eggs are set, 13 to 15 minutes.