Place a rack in center of oven; preheat to 425°. Empty can of tomatoes into a large bowl. Using clean hands, tear into bite-sized pieces.

In a large baking pan, arrange trimmed peppers cut sides up. Drizzle with 2 Tbsp. oil; season with ½ tsp. salt. Cover pan with foil and bake until softened, about 25 minutes.

Meanwhile, in a large skillet over medium heat, heat remaining 2 Tbsp. oil. Add onion and chopped red bell pepper; season with ½ tsp. salt. Cook, stirring occasionally, until onion is softened and translucent, 8 to 10 minutes.

Add chile, garlic, cumin, and paprika and cook, stirring frequently, until fragrant, about 1 minute. Stir in tomatoes. Bring to a simmer over high heat, then reduce heat to medium-low and simmer, stirring occasionally, until thickened, about 10 minutes. Add cilantro; season with salt, if needed.

Remove baking dish with peppers from oven and uncover. Reduce oven temperature to 375°. Spoon shakshuka sauce into peppers.

Crack an egg into a small bowl or ¼-c. measuring cup. Using a spoon, make a large divot in the center of shakshuka mixture in one of the peppers, then slip egg in. (The divot will need to be about 1 ½" deep and nearly as wide as the pepper to accommodate the egg). Repeat with remaining eggs and peppers; season eggs with a pinch of salt.

Continue to bake stuffed peppers until egg whites are set but yolks are still runny, 15 to 20 minutes.

Top with cilantro and feta.