Wash the bell pepper and zucchini, then peel and prepare the onion and garlic. Keep the vegetables dry after washing so they sauté rather than steam.
Dice the bell pepper and zucchini into small, even pieces, and mince the garlic. Similar-sized pieces soften at about the same pace in the skillet.
Warm a little cooking oil in a large pan and cook the onion until translucent. The onion should look glossy and softened without taking on deep browning.
Add the bell pepper, zucchini, and garlic, then cook for approximately 6-7 min. Continue until the pepper and zucchini have begun to soften and the garlic smells fragrant.
Pour in the chopped tomatoes and vegetable stock. Stir until the vegetables are surrounded by an even tomato mixture.
Season the skillet with paprika powder, cumin powder, chili powder, salt, and pepper. The spices should perfume the sauce as they disperse through the warm liquid.
Simmer uncovered for approximately 10 min. Most of the excess liquid should cook away, leaving a thick sauce that holds its shape when stirred.
Press four wells into the thickened sauce with a spoon or spatula. Make enough room between the wells so the eggs do not run together.
Crack an egg into each well, using a small bowl or ramekin first if preferred. Sliding each egg in gently helps protect the yolk and keeps shell fragments out of the sauce.
Scatter the feta cheese over the sauce and eggs. The cheese will soften from the skillet heat while retaining some creamy, crumbly texture.
Cover the pan and cook over medium heat for approximately 10 more min. Stop when the whites look opaque and porcelain-white while the yolks still have rounded, soft centers.
Finish with chopped parsley and serve hot. The fresh parsley should brighten the rich sauce just before it reaches the table.