Halve the rolls and spread with liberal amounts of HP Sauce and mayonnaise. Top with lettuce leaves and onion. Place the Parma ham on a baking tray and pop under a preheated grill for a minute or two. (Make sure the ham doesn’t go crispy in the oven, but rather crisps on cooling.) Remove and allow to cool. Heat the olive oil in a nonstick pan and fry the eggs as desired. Place an egg on top of the sliced onion, top with Parma ham and season. Grab a handful of paper serviettes and tuck in immediately.