In a medium straight-sided saute pan, heat the olive oil over medium heat. Add the onion and cook until soft, about 5 minutes. Add the capers, oregano, garlic, chile and orange zest. Cook for 3 more minutes. Add the tomatoes and tomato puree. Bring to a slow simmer and cook until thickened, 10 to 15 minutes.
Spoon the tomato mixture into the bottom of a small baking dish. Form 6 small wells to hold the eggs. Crack an egg into each well. Place the croutons around the eggs and finish with the Parmigiano-Reggiano. Bake until the yolks are still soft but the whites are cooked, 8 to 10 minutes.