Preheat the oven to 350 degrees. Line a baking sheet with parchment paper or silicone baking mats.
Carefully make a V cut in the center of each baguette, leaving about ½ inch on the bottom. Pull out the bread, leaving ½ inch around all sides. (Save the bread for another use, such as bread crumbs.) Brush the inside and top of the baguettes with olive oil. Place on the prepared baking sheet.
In a medium mixing bowl, whisk together the eggs, cream, salt, and pepper. Stir in the ham, cheese, and onions. Carefully spoon the mixture into the bread and bake for 25-30 minutes or until the eggs are set and the bread is golden brown and crispy. Let cool for about 5 minutes, then cut into 2-3 inch slices and serve.