Beat the egg and milk together with a fork, adding salt and freshly ground black pepper to taste. Tear the bagel (you can use a similar amount of French bread if preferred) into dime-size pieces (¾" - 2cm). Stir these into the egg and milk mix, add the cream cheese and stir together. Spoon the mix equally into 4 large coffee cups then tear or cut the prosciutto (or cooked ham) into small pieces and sprinkle over the top.
Microwave on high until done (for one single coffee cup, I usually find it takes a fraction over 1 minute. With 4 cups, it's closer to 2 minutes). Garnish with mustard and fresh thyme or chives.