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Heat 2 tablespoons of oil in a large nonstick saute pan over high heat. Add the ham, a few slices at a time and cook until the edges just begin to crisp, turning once. Remove to a plate lined with paper towels.
Heat a few tablespoons of the oil in the same saute pan over medium heat. Add the onions and cook until soft, about 5 minutes. Add the peppers and garlic and cook for 1 minute. Add the sherry vinegar and let reduce to a few tablespoons, add the thyme and season with salt and pepper. Remove to a small bowl.
Wipe out the pan with paper towels, return to medium heat and add a few tablespoons of olive oil. Season the eggs with salt and pepper and add to the pan. Slowly cook, stirring until soft curds form. Remove from the heat and fold in the parsley. Place 2 slices of the ham on each slice of bread. Top with some of the eggs and then some of the pepper mixture. Serve on a large platter.