Preheat oven to 375°F. Heat oil in a large cast-iron skillet over medium. Add onion and bell pepper; sauté 10 minutes. Add garlic; cook 2 minutes, stirring occasionally. Add 1/4 cup water and next 4 ingredients (through tomatoes). Bring to a simmer; cook 10 minutes or until sauce is slightly thickened. Stir in feta. Form 4 (2-inch) indentations in sauce with the back of a spoon. One at a time, crack eggs into a small custard cup, and gently slip 1 egg into each indentation. Sprinkle black pepper over eggs. Place pan in oven and bake at 375°F for 12 minutes or until whites are set. Sprinkle with chives and oregano. Divide sauce and eggs among 4 shallow bowls.