Preheat your oven to 400°F (200°C).
In a small oven-safe skillet or ceramic baking dish, combine the cherry tomatoes, minced garlic, and olive oil.
Roast the tomatoes for 10 to 12 minutes until they are soft and the skins begin to blister.
Remove the dish from the oven and stir in the baby spinach until it is slightly wilted from the residual heat.
In a small bowl, whisk the egg whites into the Greek yogurt until well combined, then pour this mixture over the roasted vegetables.
Use a spoon to create three small wells in the mixture and carefully crack one whole egg into each well.
Sprinkle the sea salt, black pepper, and crumbled feta cheese evenly over the top.
Return the dish to the oven and bake for 12 to 15 minutes, or until the egg whites are fully set but the yolks are still slightly soft.
Garnish with fresh oregano and serve immediately while hot.