Heat the oil in a large (12-inch) ovenproof saute pan over medium heat. Add the onion, fennel, bell pepper, poblano pepper, and jalapeno pepper and cook over medium to medium-high heat for 10 to 12 minutes, stirring occasionally, until the vegetables are tender and starting to brown. Stir in the garlic and paprika and cook for one minute. Add the diced tomatoes, strained tomatoes, 2 teaspoons salt, and 1 teaspoon black pepper. Bring to a boil, lower the heat, and simmer for 15 minutes, until the sauce thickens, stirring occasionally.
Off the heat, carefully break the eggs, one at a time, into a small bowl and slide them onto the vegetable mixture. Crumble the feta around the eggs, sprinkle with salt and pepper, and bake for 15 to 20 minutes, until the egg whites are firm but the yolks are still runny. Sprinkle with the parsley and serve from the pan with the pita bread.