Preheat oven to 350 °F.
In an oven-safe skillet, heat olive oil over medium heat. Add onion and garlic; sauté until soft.
Add bell pepper and cook 2–3 minutes more.
Stir in crushed tomatoes, salt, pepper, cumin, paprika, and red pepper flakes. Simmer 5 minutes.
Remove gills from Portobello caps. Spoon 1 tbsp of sauce into each mushroom and nestle them into the skillet.
Crack an egg into each cap. Bake 18 minutes, or until whites are set and yolks runny.
Top with feta and parsley. Serve immediately with fresh bread or pita.