Preheat oven to 200°C (400°F).
In a bowl, combine cherry tomatoes, red onion, and garlic; drizzle with olive oil and season with salt, pepper, paprika, and oregano. Toss to coat.
Place crumbled feta in a baking dish and arrange vegetables around it. Press feta slightly to form a mound.
Bake in the preheated oven for 10–12 minutes until vegetables soften and feta starts melting.
Remove dish from oven, make wells around feta, and crack an egg into each well. Return to oven and bake 8–10 minutes until egg whites are set and yolks slightly runny.
Sprinkle with fresh parsley, basil, and optional chili. Serve immediately with warm bread or pita.