Halve the avocado. Remove the avocado meat from the shell and puree with a fork. Keep the shells.
In a bowl, beat the egg with Worcester sauce, salt, pepper and chilli and mix in the avocado puree. Melt the butter and prepare the avocado mixture like a scrambled egg.
Pour the avocado pods until they are still creamy. Sprinkle with the cheese and place under the grill until the cheese has melted. Serve immediately or cold.