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Heat a large (12-inch) skillet over medium heat, with lid set aside. Add the oil. When the oil is shimmering, add the onion and 1/2 teaspoon salt. Cook, stirring occasionally, until the onion is soft and translucent, 6 to 8 minutes.
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Turn the heat to medium-low. Stir in the garlic, smoked paprika, and cumin. Cook, stirring, for 30 seconds, then add the tomatoes and harissa, another 1/4 teaspoon salt, and pepper to taste. Simmer, stirring occasionally, until the sauce has thickened to the consistency of jarred pasta sauce, 15 to 20 minutes.
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Stir in the lemon juice; season to taste with salt and pepper. Add the spinach and stir until wilted. Make 4 to 6 wells in the sauce, depending on the number of eggs you wish to serve. Gently crack an egg into each well. Cover the skillet and cook until the eggs are set, 5 to 8 minutes.
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Scatter the feta, parsley, and avocado slices over the eggs. Serve.