Preheat your oven to 375 degrees Fahrenheit. In a large oven-safe nonstick skillet, add the olive oil on medium high heat. Once the oil is hot, add the peppers and celery and saute for 3 minutes. Add the garlic and saute for another minute, until fragrant.
Add diced tomatoes with juice, vegetable stock, buffalo sauce, Worcestershire sauce, sugar, thyme, paprika, onion powder, bay leaf, salt and freshly ground pepper. Stir to incorporate all the flavors.
Once boiling, turn down the heat to medium-low and let it simmer for 12 to 15 minutes until the sauce has thickened.
Take the pan off the heat. Sprinkle the feta cheese evenly over the top and use your spatula to make divots in the sauce where you want your eggs to go.
Crack an egg into each divot. Salt and pepper each egg. Transfer the skillet to the preheated oven and bake until the whites are set and the yolks are not cooked. This is actually more of a preference thing. I don't like undercooked egg whites so I baked mine for 13 minutes.
Carefully use an oven mitt to remove pan from oven. Remember the handle will stay hot for a while. Once cool enough to eat, top with avocado and cilantro. Enjoy immediately.