Heat the olive oil in a large, deep skillet over medium-high heat.
Add the chopped onion, Anaheim peppers, and chopped jalapeño to the skillet and cook, stirring occasionally, until softened and beginning to brown, about 7 minutes.
Stir in the diced tomatoes (including juices), vegetable broth, ground cumin, smoked paprika, dried oregano, salt, and black pepper; bring to a simmer.
Reduce the heat and simmer the sauce until it thickens slightly, about 20 to 22 minutes.
Make 6 to 8 small wells in the sauce and crack one egg into each well, spacing them evenly.
Cover the skillet and cook until the egg whites are set and yolks are thick but still runny, about 6 to 8 minutes; cook 1–2 minutes longer for firmer yolks.
Sprinkle the finished shakshouka with chopped parsley and crumbled feta.
Serve hot with warm pita bread.
