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Preheat oven to 375°F.
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Heat the oil in a large heavy skillet, preferably cast iron, over medium heat. Add the onions and zucchini, and sauté for 8–10 minutes until tender. Add the garlic and cook for 1 minute, then add the cumin, paprika and cayenne, and cook for 1 more minute.
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Add the tomatoes, salt and pepper and simmer until the tomatoes have thickened, about 10 minutes. Stir in the cheese.
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Gently crack the eggs into the skillet, spreading them evenly over the tomatoes. Season with a pinch of coarse salt, if desired. Transfer the skillet to the oven and bake until eggs are just set, 7–8 minutes (they will continue to cook for a couple of minutes after you remove them from the oven). Sprinkle with the fresh herbs and serve immediately.
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Do Ahead Or Delegate: Halve and slice the onion and zucchini, slice the garlic, combine the dry spices, chop the tomatoes, or fully prepare the recipe without the eggs and refrigerate or freeze it.
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Flavor Booster: Use smoked paprika instead of regular paprika. Serve with hot pepper sauce such as Tabasco, sriracha or harissa, if you have it.