Put a large Dutch oven over medium heat. Add the olive oil, shallot, garlic, and a pinch of salt and cook for 1 minute. Add the tomatoes with juices and allow the sauce to come up to a simmer. Season with salt and pepper and then stir in the parsley.
Carefully crack the eggs into the sauce so as not to pop the yolks, leaving a little space between each egg. Top with the feta, reduce the heat to medium-low, cover, and cook until the whites are set and the yolks are still runny, about 2 minutes.
Scoop out the eggs and transfer to plates. Top with sauce and serve.