Preheat the oven to 200 degrees. Halve the cherry tomatoes and place them in a small baking dish along with the red onion cut into half-rings, the finely chopped garlic, olive oil, oregano, chili flakes, and black pepper. Toss everything well.
Place the block of feta in the center and press it lightly into the tomatoes. Bake in the oven for twenty minutes. During this time, the tomatoes will collapse and release their juices, which, combined with the olive oil, will form a thick sauce. There is no need to add salt, as feta is packed with brine and slowly releases it to the tomatoes during baking.
Remove the dish from the oven and use a spoon to make two small wells among the tomatoes. Crack an egg into each well. Make sure to place the egg directly into the tomato mixture and not on top of it, as the warm sauce will help cook the egg white from below and prevent the yolk from hardening before the rest has set.
Return the dish to the oven for another eight to ten minutes, until the egg whites are just opaque and the yolks are still soft. Check from eight minutes onwards, as the final minute makes all the difference here.
Let the dish stand for two minutes, grind some black pepper over it, and finish with plenty of torn basil. Feta and egg together provide over twenty grams of protein with hardly any carbohydrates.