Preheat oven to 375 degrees F. Line a baking sheet with foil.
Cut squash in half, horizontally, and scoop out seeds and pulp. Brush olive oil on the cut side of the squash and season with salt and pepper. Place on the baking sheet and bake for 40 minutes.
While the squash is baking, dice fresh tomatoes, onion and red bell pepper, keeping each in a separate bowl. Once squash is done, take it out of the oven to cool. That will make it easier to handle.
In a large skillet, add 2 tablespoons olive oil over high heat. Once heated, add in diced onion and cook for 5 minutes. Add in diced red bell pepper and cook for another 5 to 7 minutes, reducing heat to medium-high. Season with cumin and paprika and a large pinch of salt and pepper.
Stir in two cans of diced tomatoes, with juices, and diced fresh tomatoes. Continue to cook on medium until fresh tomatoes are cooked, about another 5 to 7 minutes.
Scoop squash to get “spaghetti” strands, and fold into tomato mixture. Carefully create 5 wells into the mix and crack an egg into each. Season the top with salt and pepper and cover the pan with a lid.
Once the whites are cooked, remove from the heat. This will take about 10 minutes, give or take, depending on your heat source and how runny you like your eggs.
Sprinkle with feta cheese and optional garnish and serve with naan or bread for dipping into the sauce.