Whisk together the eggs, milk, salt, pepper, and cayenne. Pour into a lined sheet pan. Bake for 10 minutes at 220°C. Leave to cool slightly.
Meanwhile, fry all of your bacon in the 2 tbsps olive oil until nicely crisp and delicious. Drain excess fat.
Cut all of your muffins in half and butter both sides. Lay down 12 halves, butter side down, in the same sheet pan that you cooked your eggs in.
Lay your egg down on top of your muffin halves. Top with the crispy bacon, then the cheese. Lay the rest of your muffin halves on top of this, butter side facing upwards. Lay a sheet of greaseproof paper over the top, then weigh down with a heavy tray.