Preheat oven to 375°F.
Heat EVOO in a large oven-safe skillet over medium-low heat. Add sliced onion and bell pepper.
Cook gently, stirring occasionally, until very soft and caramelized, about 20 minutes.
Add garlic and cook 1-2 minutes until fragrant and tender. Stir in cumin, paprika, and cayenne, cooking for 1 minute to toast the spices.
Pour in diced tomatoes with their juices. Season with ¾ teaspoon kosher salt and ¼ teaspoon black pepper. Simmer until tomatoes thicken, about 10 minutes.
Taste and adjust seasoning as needed. Stir in crumbled feta cheese.
Gently crack the eggs over the tomato mixture, spacing evenly. Season eggs with salt and pepper.
Transfer skillet to the preheated oven and bake until eggs are just set, about 7–10 minutes.
Remove from oven, sprinkle chopped cilantro on top, and serve immediately.