In a large non-stick skillet (or seasoned and greased cast iron skillet), melt together cream cheese and Monterey jack cheese. Mix until smooth and cream cheese has melted completely.
Add in hot sauce, dry mustard, chopped chiles, and heavy cream mix thoroughly.
Add in eggs and distribute evenly in the skillet.
Allow the eggs to set and cook through. You can do this by keeping on the stove top and keeping over medium-low heat or place in the oven at 350° for 15-20 minutes.
Once the egg mixture has set in the middle (about 10 minutetop with cheddar cheese and cilantro. You can place back in the oven or keep on the stove top.
Serve topped with avocado and sour cream.