Place the red pepper in an oven-proof dish and drizzle with olive oil. Grill in the oven for 10–15 minutes or until blistered. Remove from the oven and allow to cool. Peel off the blistered skin. Remove the top and seeds, slice, and set aside.
Heat a drizzle of oil in a large skillet on medium-high. Add the onion and garlic. Sauté for 3–5 minutes until aromatic.
Add the diced fresh tomato, blistered red pepper, cumin, and paprika. Mix and allow to simmer.
Pour in the 2 cans of diced tomato, season with salt and pepper, and mix. Reduce the heat. Simmer for 10–15 minutes until thickened.
Make 6 wells in the sauce. Place an egg in each one. Lightly sprinkle on the Parmesan, the diced avocado, and the cilantro.