Heat the oil in a large 30 cm (12 inch) skillet with a lid over medium heat. Add the onion and peppers and cook, stirring, until soft, about 8 minutes. Add the garlic, cumin, smoked paprika and cayenne for 1 minute.
Add the crushed tomatoes and simmer over medium-low heat, stirring now and then, until thickened, about 10 minutes.
Make 6 wells in the sauce with the back of a spoon and crack an egg into each.
Cover and cook over low heat for about 6 minutes, until the whites are fully set and the yolks are still soft, or 8 to 9 minutes for firm yolks.
Take the pan off the heat and scatter with crumbled feta and chopped parsley.