Preheat oven to 375°F.
Heat olive oil in a large skillet over medium-low heat. Add sliced onion and bell pepper. Cook gently until very soft, about 20 minutes.
Add garlic and cook until fragrant, 1 to 2 minutes. Stir in cumin, paprika, and cayenne, and cook for 1 minute more.
Pour in diced tomatoes with juices. Add salt and pepper. Simmer for about 10 minutes, until the mixture thickens slightly.
Taste and adjust seasoning. Stir in crumbled feta.
Crack eggs into the skillet over the tomato mixture. Season the eggs lightly with salt and pepper.
Transfer skillet to the oven and bake for 7 to 10 minutes, or until the eggs are just set.
Remove from oven, sprinkle with chopped cilantro, and serve immediately.