Preheat oven to 400. Divide the olive oil between two ramekins. Rub the olive oil throughout the ramekin. Add 1 tbsp of pesto into the base of each ramekin.
In a separate bowl, mix milk, sun-dried tomatoes, roasted red peppers, and feta cheese. Divide the mixture between the two ramekins.
Crack two eggs into each ramekin. Top with remaining pesto and a little extra feta cheese. Add salt and pepper, but be careful with the salt, depending on how salty your pesto is!
Bake for 15-20 minutes, until the eggs are as cooked as you liked! Let cool for a few minutes, top with arugula, and dive in!