Not sure it has a "correct" name. I grew up having it called "egg in a hole," but depending on where you're from there are different names. I know people who call it "egg in a nest." Wikipedia says:

There are many names for the dish, including "bullseye eggs", "eggs in a frame", "egg in a hole", "eggs in a nest", "gashouse eggs", "gashouse special", "gasthaus eggs", "hole in one", "one-eyed Jack", "one-eyed Pete", "one-eyed Sam", "pirate's eye", and "popeye".[7][8][9][10] The name "toad in the hole" is sometimes used for this dish,[7] though that name more commonly refers to sausages cooked in Yorkshire pudding batter.