Slice the baguette into 2 inch thick. And make a hole by removing the bread inside. And set aside.
Add the cooking oil in the frying pan and heat the pan over medium heat. Meanwhile dice the bacon. Then cook until brown and crisp. And transfer to a kitchen towel lined plate to drain the excess fat.
Wipe out the residual bacon fat on the frying pan and lightly spray oil. Reduce the heat to medium-low and place the baguette on the pan. Crack an egg in a cup first and slowly pour it into the hole of a baguette. If you press the baguette firmly with fingers, the egg white will not get leaked out at the bottom of the bread. Season with salt and pepper and cover the pan. And cook for 2 minutes. And flip over the egg nested in baguette. Then cook another 1 minute, or until the egg is cooked to your liking. Repeat the process.