Heat oil in a large cast iron skillet over medium heat. Add onion and bell pepper and cook, stirring occasionally, until very soft, about 15 minutes. Add garlic, jalapeno, cumin, paprika and salt and cook, stirring, 2 minutes more. Stir in tomatoes and reduce heat. Simmer for about 15 minutes, until sauce thickens and oil starts to shimmer on top.
Remove pan from heat and use a spoon to make 6 wells in the tomato mixture. Carefully crack an egg into each well. Crumble feta cheese over top and sprinkle with za'atar, if using. Bake for 7-10 minutes, until whites are mostly set but yolks are still runny. Broil for an additional minute or so, watching closely, to firm up the whites and brown the feta. Drizzle with olive oil, sprinkle with parsley and serve with warmed pita bread or baguette.