Heat oil over low-medium heat in a medium-large skillet. Add onion and sauté for 5-7 minutes, until translucent.
Add garlic and bell pepper and sauté 2 minutes.
Add cumin, paprika, cayenne, salt, and black pepper. Sauté until fragrant, about 3 minutes.
Add tomatoes and cook for about 10 minutes, stirring frequently, until tomatoes begin to thicken. Fold in feta.
Crack eggs directly over the tomato sauce, distributing them evenly around the pan. Cover and cook about 5 minutes, until yolks are just set.
Garnish with de-stemmed cilantro or parsley leaves and serve immediately, on its own or with whole wheat pita or crusty bread.