Toast the cumin seeds in a cast-iron skillet over medium-high heat for 2 to 3 minutes, stirring so they don't burn. Transfer to a spice grinder and grind fine.
Add the olive oil to the same skillet over medium-high heat. Add the peppers, jalapenos and onions and saute until softened and slightly charred, 7 to 9 minutes. Add the ground cumin, paprika, garlic and 1 teaspoon kosher salt and cook, stirring, until fragrant, about 30 seconds. Add the parsley and tomatoes and stir until combined. Reduce the heat and simmer for 10 minutes.
Crack 1 egg into a 1/4-cup measuring cup. Make a well in the sauce with the bottom of the cup and pour the egg into the well. Repeat with the remaining eggs. Reduce the heat to low, cover and cook until the egg whites are set and the yolk is slightly runny, 5 to 8 minutes. Sprinkle with the feta while still warm. Season with flaky sea salt.