Cut out six 6-inch squares of parchment paper. Place about ¼ cup of Parmesan in a heap on each parchment paper square, on baking sheets, and spread it out until it makes a circle that is about 4 inches wide.
Bake at 400º F for 3-4 minutes, until the Parmesan is melted and the edges are browned.
Remove from the oven and allow the Parmesan crisps to cool for about 1 minute. Overturn the parchment paper squares on the underside of a muffin tin. Gently form the Parmesan to the cups by using your hands or a drinking cup. Allow them to cool completely on the pan before removing.
Beat eggs, heavy cream, pepper, salt and hot sauce until blended.
Warm the bacon grease (or butter) over medium-low heat. Add the beaten eggs and cook them, gently moving the eggs from the outside of the pan to the center, flipping occasionally, until cooked through. Do not over stir or over cook the eggs.
Top off each cup evenly with Finely Shredded Sharp Cheddar Cheese.