Step 1

Arrange a rack in the middle of the oven and heat to 400°F. Coat 4 (8-ounce) ramekins with a little butter, or use cooking spray instead. Place the ramekins on a rimmed baking sheet so they’ll be easier to move to and from the oven; set aside.

Step 2

Heat the olive oil in a medium saucepan over medium-high heat until shimmering. Add the shallot and sauté until soft and translucent, about 3 minutes. Add the mushrooms and a pinch of salt and cook until softened and fragrant, about 5 minutes. Stir in the thyme and remove from the heat.

Step 3

Whisk the eggs, milk, salt, and pepper together in a medium bowl. Divide the mushroom mixture evenly between the ramekins. Divide the cheese over the mushrooms. Pour the egg mixture over the top, stopping just below the top of the ramekin.

Step 4

Place the baking sheet in the oven and bake until the tops are golden and have puffed slightly and the eggs are completely set, 20 to 25 minutes.