Preheat oven to 350F. Spray or brush a medium-sized baking tray with olive oil.
Cut each mini bell pepper in half length-wise, leaving the stem on. Remove any seeds and inside pith.
Carefully crack a quail egg into each pepper half. Sprinkle with salt & pepper to taste. Add a pinch of grated Parmesan cheese and fresh parsley to each quail egg.
Carefully arrange the bell peppers in the baking pan. Bake at 350F for 5-10 minutes, depending on how you want your egg cooked. 5 minutes yields a pretty runny egg. 10 minutes is a solid egg. Remove from heat and garnish with additional grated cheese and/or chopped parsley.