Preheat oven to 375° F.
Heat oil in large ovenproof skillet over medium- low heat.
Add onion and bell pepper; cook, stirring frequently, for 10 to 15 minutes, or until very soft.
Add garlic; cook, stirring frequently, for 1 minute.
Add cumin, paprika, and cayenne pepper; cook, stirring frequently, for 1 minute.
Add tomatoes, salt, and pepper; cook, stirring occasionally, for 10 to 12 minutes, or until sauce has slightly thickened.
Add cheese; mix into sauce.
Crack eggs separately into sauce; do not mix.
Place skillet in oven. Bake for 6 to 10 minutes, or until eggs are cooked to desired doneness.
Sprinkle with parsley and pepper sauce (if desired); serve immediately.