Heat oil in a large, oven proof skillet over medium heat. Add onion and bell pepper, and sauté until they're soft.
Add garlic, paprika, cumin, and cayenne and cook 1 to 2 minutes.
Pour in the whole tomatoes and their juices, season with salt and pepper; and bring to a simmer, breaking up the tomatoes with the back of a spoon while they cook. Saute until the tomatoes have thickend. Then, stir in the feta.
Make wells in the tomatoes and vegetables and gently crack eggs into the wells. Transfer to the oven and bake until the eggs are cooked to desired doneness, about 7 to 10 minutes.
Sprinkle with fresh cilantro and scallions. Serve with hot sauce is desired.