1. Heat oven to 375 degrees. Heat oil in a large skillet over medium-low. Add onion and bell pepper. Cook gently until very soft, about 20 minutes.
2. Add garlic and cook until tender, 1 to 2 minutes; stir in cumin, paprika and cayenne, and cook 1 minute.
3. Pour in tomatoes and season with 3/4 teaspoon salt and 1/4 teaspoon pepper; simmer until tomatoes have thickened, about 10 minutes. Taste and add more salt and pepper if needed. Stir in crumbled feta.
4. Gently crack eggs into skillet over tomatoes. Season eggs with salt and pepper. Transfer skillet to oven and bake until eggs are just set, 7 to 10 minutes. Sprinkle cilantro and serve with hot sauce.