Heat a deep skillet over medium heat and add the olive oil, letting it shimmer as you chop the vegetables.
Add the chopped onion to the skillet, stirring occasionally until it becomes translucent and fragrant, about 5 minutes.
Stir in the minced garlic, smoked paprika, and cumin, cooking for about 30 seconds until the spices release their aroma.
Add the diced tomatoes, bell peppers, and zucchini to the skillet, stirring to coat everything in the flavorful spice mixture.
Simmer the sauce uncovered on low heat for about 10-15 minutes, until it thickens slightly and the flavors meld. Stir occasionally and taste to adjust seasoning if needed.
Make small wells in the sauce with a spoon, then carefully crack the eggs into each well, spacing them evenly apart.
Cover the skillet and cook on low for about 5-7 minutes, until the whites are set but the yolks are still runny. The sauce should be bubbling gently around the eggs.
Remove from heat, then sprinkle with chopped parsley or cilantro. Squeeze a little lemon juice over the top for bright flavor if desired.
Serve the shakshuka straight from the skillet, scooping with crusty bread or pita to enjoy the rich sauce and runny yolks.