Place sweet potato on the prepared baking sheet and drizzle with olive oil. Season with salt and pepper and place in the oven to bake for 10 to 15 minutes, or until mostly tender. Remove from oven and use a biscuit cutter to make a hole in the center of the sweet potato. Crack an egg into the hole. Sprinkle around the egg with cheese and chopped bacon and return to oven to bake, 10 to 12 minutes more.