Heat olive oil in a small saucepan over medium heat.
Add the chopped onion and cook until softened and translucent, about 5 minutes.
Add the diced bacon and cook until the bacon becomes slightly transparent.
Stir in the tomato paste, water, salt, and pepper.
Reduce the heat to low and simmer for 20 minutes, ensuring a thick spaghetti sauce consistency.
Allow the sauce to cool.
Meanwhile, for each roll, cut a circle about 1½ inches in diameter from the top center.
Hollow out the rolls carefully using a small spoon (like an espresso spoon) until the bottom is about ¼ inch thick and the sides are about ½ inch thick, ensuring not to puncture the rolls completely.
Spoon 3 tablespoons of the prepared sauce into each hollowed roll.
Separate the eggs, placing one yolk into each roll without breaking them.
In a medium bowl, beat the egg whites until stiff peaks form.
Use a large spoon to cover each roll with the beaten egg whites, creating a smooth dome about 2 inches high in the center.
Heat ½ inch of salad oil in a medium skillet over high heat until it reaches the smoking point, then reduce the heat to medium-high.
Place each roll on a slotted pancake turner and hold it over the oil.
With a large spoon, drizzle hot oil over the top of the roll, allowing the excess to drip down.
Repeat until the egg whites puff up, turn golden, and the roll becomes crisp, about 1 minute.
Drain each roll on a paper towel and transfer to a warm platter.
Notes / Tips / Wine Advice:
Serve these elegant Spanish-style puffed eggs in bread nests immediately, as the egg whites tend to deflate quickly once cooked. Enjoy this unique and visually stunning dish as a delightful centerpiece for your meal!