Preheat oven to 350° F and line a large sheet pan with parchment paper.
Use a paring knife to cut all around the stem of the pepper in a circle. Remove the seeded core of the pepper, then lay the pepper on its side. Use a large knife to cut the pepper into roughly ¼ inch thick slices along the width. Discard all of the seeds and ribs from the pepper slices while keeping the sides intact. Place the pepper slices on the sheet pan in a single layer.
Distribute the yellow onion among the insides of the pepper slices, then repeat with the chopped ham and then the nutritional yeast.
Add the eggs to a medium bowl (with a spout, preferably) and whisk until a bit frothy. Whisk in the almond milk. Pour the mixture into the pepper slices. Some egg liquid will likely run out of the peppers and that is okay. Season the entire sheet pan with sea salt and fresh ground black pepper.
Bake at 350° F for 10 - 12 minutes, or until the eggs are dry and cooked through.
To serve, put a few pepper slices on a plate. Top with fresh parsley or cilantro, salsa, and sliced avocado if desired. Serve hot and enjoy!