Preheat oven to 375°F.
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.
Add the tomatoes, salt and pepper and simmer until the tomatoes have thickened, about 10 minutes. Stir in the cheese.
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.
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.
Flavor Booster: Use smoked paprika instead of regular paprika. Serve with hot pepper sauce such as Tabasco, sriracha or harissa, if you have it.