Preheat the oven to 400 degrees F (200 degrees C).
Fill a small ramekin a third of the way with heavy cream. Add smoked salmon strips and egg white. Season with salt and pepper. Place ramekin into a casserole dish and pour enough boiling water into the casserole dish so it reaches about halfway up the ramekin.
Bake in the preheated oven until egg white is just set, about 10 minutes.
Remove casserole dish from the oven and carefully slide egg yolk into ramekin. Sprinkle with dill and bake until egg yolk is hot but still runny, 1 to 2 minutes.