We always called it a Toad in a Hole. But we'd always stack ham and cheese over it with the bread piece on the very top. My father was always excited to make them for everyone on the weekends.
Toad in a hole is sausage in a pie dough, but it seems that name was reused in a limited number of us regions. Egg+bread is egg in a nest in pretty much all other UK colonized regions and in the UK.