Preheat oven to 180°C. Wipe 1 large field mushroom with a paper towel to remove any dirt. Use a sharp knife to remove the stalk, making an indentation without cutting through the mushroom. Lightly spray both sides with oil and season with salt and pepper. Heat a small, non-stick, oven-proof frying pan over medium heat. Pan-fry the mushroom for 1-2 minutes, top-side up, until lightly golden, then turn over. Break an egg into a small bowl. Carefully pour egg into the mushroom indentation. Bake in the same pan in the oven for 2-3 minutes or until cooked to your liking. Sprinkle with chives and serve with rocket leaves.