Heat the olive oil in a large skillet over medium heat.
Add the diced yellow onion and red bell pepper to the skillet and sauté until the vegetables are soft and translucent.
Stir in the minced garlic, ground cumin, and smoked paprika, cooking for about one minute until the spices are fragrant.
Pour in the crushed tomatoes and season with sea salt and black pepper.
Reduce the heat to low and let the sauce simmer for 10 to 12 minutes until it thickens slightly.
Use a large spoon to make four small wells in the tomato sauce.
Carefully crack one egg into each well.
Cover the skillet with a lid and cook for 5 to 8 minutes, or until the egg whites are fully set but the yolks remain runny.
Remove the skillet from the heat and sprinkle the crumbled feta cheese and chopped fresh parsley over the top.
Serve the shakshuka immediately with the plain Greek yogurt on the side for a creamy, high-protein finish.