Prepare Oven and Avocados: Set your oven to preheat at 360°F (180°C). Slice the avocados lengthwise and carefully remove the pits. Gently scoop out a small portion of avocado flesh from the center of each half (about 1-2 tablespoons) to create a well sizable enough for an egg.

Assemble the Sails: Arrange the prepared avocado halves snugly in a 9x13 inch baking dish or on a baking sheet lined with parchment paper; this will ensure they remain stable during baking. Carefully break one egg into the hollow of each avocado piece. If you like, add a touch of freshly ground black pepper over each egg.

Bake and Garnish: Transfer the baking dish to the preheated oven. Bake for approximately 15-20 minutes, or until the eggs reach your desired level of firmness (the whites should be set and the yolks cooked to your preference). Once cooked, cautiously remove them from the oven. Immediately garnish each "sail" with a portion of the shredded cheese, crumbled bacon, a sprinkle of finely chopped fresh chives, and a dash of smoked paprika. Serve warm.