Preheat oven to 375 degrees F. with rack in center. Heat olive oil in a 10 inch cast-iron skillet over medium-high heat. When oil is shimmering, add onion and bell pepper and sauté until beginning to soften, about 5 minutes. Remove pan from heat and add marinara sauce and artichoke hearts. Crack eggs into sauce and sprinkle with generous pinches of salt and pepper. Sprinkle crumbled feta or goat cheese over pan. Transfer pan to oven and bake until egg whites are set but yolks are still slightly runny, 15 to 20 minutes. Scatter parsley over top before serving warm from skillet, family-style.