Heat oil in a large lidded skillet over medium; sauté onion and pepper 5-7 minutes until softened.
Add garlic, cumin, paprika, and optional cayenne; cook 1 minute, stirring constantly, until fragrant.
Add tomatoes and salt; stir and simmer. Reduce heat to medium-low; cook 10 minutes, stirring occasionally, until slightly thickened.
Make 6 small wells with a spoon back; carefully crack an egg into each.
Cover; cook 5-8 minutes until whites set but yolks remain runny, or longer for firmer yolks.
Off heat, sprinkle with feta and fresh herbs; serve immediately with crusty bread for dipping.