In a baking dish, combine the crumbled feta cheese, cherry tomatoes, and diced bell pepper. Drizzle with olive oil and sprinkle with dried oregano, salt, and pepper. Toss gently to coat.
Create four small wells in the mixture and carefully crack an egg into each well, making sure to keep the yolks intact.
Place the baking dish in the preheated oven and bake for 15-18 minutes, or until the egg whites are set but the yolks remain slightly runny (adjust time based on your preferred doneness).
Once done, remove from the oven and let cool for a minute. Garnish with freshly chopped basil or parsley before serving.
Notes
Adjust baking time based on your preferred egg yolk doneness.