Heat the olive oil in a large lidded skillet over medium heat. Add the onion and red pepper and cook for 5 to 8 minutes, until softened. Add the garlic, cumin, paprika, and cayenne, if using, and cook, stirring, for 30 seconds, until fragrant.
Add the tomatoes, salt, and several grinds of black pepper. Simmer over low heat, stirring often, for 15 minutes, until the sauce has thickened.
Make 6 wells in the sauce and crack one egg into each. Cover and cook until the eggs are set, 4 to 8 minutes, depending on how runny or firm you like them.
Season to taste with salt and pepper, and top with the parsley and feta. Serve with pita.