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Fill a large high-sided saucepan with enough water to reach a depth of 6 inches. Stir in the vinegar and bring the water to a near simmer over medium heat.
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Meanwhile, place a large heavy nonstick sauté pan over medium heat until hot. Add the butter and 2 tablespoons of the oil, then add the shallots and garlic and sauté until fragrant, about 30 seconds.
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Add the mushrooms and season with salt. Sauté until the mushrooms are tender, about 5 minutes. Remove the pan from the heat and stir in the parsley. Season to taste with salt and pepper.
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When the vinegar-water is at a near simmer, crack 1 egg into a coffee cup or a small bowl and then gently transfer the egg to the barely simmering water. Repeat with 3 more eggs.
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Cook the eggs until the whites are set but the yolks are still runny, about 3 minutes. Using a slotted spoon, carefully remove the eggs from the simmering water and set them on a paper towel to drain the excess water.
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Set the warm toasted bagel halves cut side up on 4 plates. Set the eggs on the bagels and season with salt and pepper. Top with the sautéed mushrooms. Drizzle with the remaining oil and serve immediately.