Preheat the oven to 180°C (gas mark 6).
Peel the button mushrooms and cut them into quarters. Tear the oyster mushrooms into small pieces. Cut the Rocamadour cheese into cubes and coarsely chop the hazelnuts.
Cook the mushrooms in olive oil in a hot pan. Season and set aside.
Bring water to boil.Use a brush to butter the ramekins. Arrange the mushrooms, a portion of the hazelnuts and the Rocamadour cheese at the bottom and season with a pinch of sea salt and pepper.
Break 1 egg in each ramekin.
Arrange the ramekins on a dish and pour the boiling water around them. Cook in the oven for 6 to 8 minutes (the egg white should cook but the yolk should remain liquid).
Scatter the rest of the hazelnuts on top of the eggs en cocotte and serve immediately.
Vary the mushrooms to reflect the season. For the holidays, you can use morels or complete the eggs en cocotte with grated black truffle.