Cut top and bottom off pepper; set aside. Cut the inner tube into four 1/2-inch rings; reserve excess pepper for another use. Heat oil in large non-stick skillet set over medium-high heat. Add pepper rings and crack an egg in centre of each ring. Season with salt and pepper. Cook, covered, for 5 to 7 minutes or until top of yolks is set.
Meanwhile, toast bread until golden and brush with butter. Cut each slice into 5 fingers. Serve eggs with toast soldiers and salsa.