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Heat oven to 180C/160C fan/gas 4. Heat the oil in a small ovenproof sauté pan. Add the onion and cook for 6 mins until softened. Stir in the garlic and chilli, and cook for a couple mins more. Add the tomatoes and 100ml water. Season well and stir through the peppers and ham. Bring to a simmer and cook for 10 mins until the sauce has started to thicken. Add the spinach, stirring through to wilt.
Make 2 hollows in the sauce and crack your eggs into them. Add a pinch of cayenne, transfer to the oven and bake for 10 mins until the whites of the eggs have set. Serve straight away with crusty bread.