Heat olive oil in a large cast iron skillet or heavy-bottomed pan over medium heat. Add diced onion and bell pepper, cooking for 8-10 minutes until softened and onion is translucent.
Add minced garlic, paprika, cumin, and cayenne pepper. Cook for 1 minute until fragrant, stirring constantly to prevent burning.
Pour in the crushed tomatoes, salt, and black pepper. Bring to a simmer, then reduce heat to medium-low and cook for 10-12 minutes, stirring occasionally, until sauce has thickened slightly.
Using the back of a spoon, create 6 small wells in the sauce. Crack each egg into a small bowl first, then gently pour into each well.
Cover the skillet and cook for 8-12 minutes, depending on how runny you like your egg yolks. For runny yolks, check at 8 minutes; for more set yolks, cook the full 12 minutes.
Remove from heat and let rest for 2 minutes. Sprinkle with fresh parsley and crumbled feta cheese if using. Serve immediately with crusty bread for dipping.
Notes
Storage tip: Sauce can be made up to 3 days ahead and reheated before adding eggs. Leftovers keep in fridge for up to 3 days. For meal prep, slightly undercook eggs as they'll continue cooking when reheated.