Soften the onion and peppers in the oil over medium heat until the peppers slump and the onion edges color, 8 to 10 minutes. Do not rush this stage; it is the sauce's backbone.
Add the garlic, cumin and smoked paprika and stir for 30 seconds until fragrant.
Pour in the crushed tomatoes, season with salt, and simmer uncovered for 10 minutes, until the sauce thickens enough that a spoon dragged through it leaves a brief trail.
Make six wells with the back of the spoon and crack an egg into each.
Cover and cook over low heat for 5 to 7 minutes, until the whites are set and the yolks still shake. Check at 5; they go from perfect to hard fast.
Scatter the feta over, kill the heat, and bring the whole skillet to the table.