Line the bottom of a baking dish or baking tray with parchment paper, or spray with cooking spray
Using a pastry cutter, cut the puff pastry into rectangles. You should be able to make 4 rectangles out of one sheet of puff pastry.
Using the bottom of a measuring cup, press an indent into the center of each puff pastry rectangle. This will help the ingredients stay in place.
To each puff pastry rectangle, add a cheese slice, ham slice, and ring of red pepper.
Crack a fresh egg into the red pepper ring, and sprinkle with a pinch of salt and pepper.
Fold each corner of the puff pastry in and pinch the edges together where they meet to form a pocket. This will help keep the egg whites in as they cook.
Bake at 425 degrees Fahrenheit for 15-17 minutes for over-easy eggs, or up to 20 minutes for over-hard.
While baking, make the cream sauce. Add butter to a small saucepan and melt and low-medium heat.
Once melted, add cubed cream cheese and milk. Reduce heat to low and allow the cream cheese to slowly melt, whisking frequently.
Add spices and hot sauce, whisk until creamy, and check the consistency. Add additional splashes of milk and whisk until the desired consistency is reached. Remove from heat.
Top baked pot pies with cream sauce and fresh herbs. Serve warm.