Add olive oil to a large skillet over medium-high heat. Once hot, add onion, stirring for 5-6 minutes.
Add peppers and garlic, stirring for 2 minutes, until garlic is fragrant.
Add tomatoes, salt, pepper, cumin, paprika, and cayenne, bringing mixture to a simmer. Turn the heat down and simmer for 20 minutes, stirring occasionally until tomatoes have cooked down and formed a sauce.
Create 6 small holes in the tomato sauce and break each egg into a hole. Put the top on the pan and cook for 6-7 minutes, until egg whites are set and egg yolks are still slightly soft.
Remove top and with sprinkle feta. Serve with crusty bread.
Notes
If you don't want to use fresh tomatoes, use a 28-ounce can of diced tomatoes. Still follow the directions above for timing. I like to toast my bread and use it to scoop up the Shakshuka.