Cut each tomato in half crosswise. Holding a cut side against the large holes of a box grater set over a bowl, grate until you reach the skin; discard the skins. You should have about 3 cups (finely diced tomatoes work too).
Heat the oven to 375°F. Heat the olive oil in a 12-inch oven-safe skillet over medium heat. Add the onion and bell pepper and cook, stirring, until soft, about 6 minutes.
Add the garlic, smoked paprika and cumin and cook 1 minute more, until fragrant.
Pour in the grated tomatoes, 1/2 tsp salt and 1/4 tsp black pepper. Simmer uncovered, stirring occasionally, until thick enough that a spoon leaves a trail, 10-12 minutes.
Make 6 small wells in the sauce with the back of a spoon and crack an egg into each; season the eggs lightly with salt and pepper. Bake at 375°F for 9-11 minutes, until the whites are just set and the yolks are still runny.
Scatter the feta and parsley over the top and serve straight from the skillet with crusty bread or warm pita for dipping (optional).
