Preheat your oven to 400°F (200°C). Arrange halved cherry tomatoes evenly in an oven-safe baking dish. Drizzle with olive oil and season with a pinch of salt and pepper. Roast for 10-12 minutes until the tomatoes soften and release their juices.
Remove the dish from the oven and create two small wells among the roasted tomatoes. Carefully crack an egg into each well, trying to keep the yolks intact. Gently season the eggs with a pinch of salt and pepper.
Sprinkle the crumbled feta cheese evenly over the eggs and tomatoes. Place the dish back into the oven and bake for another 8-10 minutes, or until the egg whites are set and the feta is bubbling.
Remove the dish from the oven and let it cool slightly for a minute. Gently spoon the baked eggs and tomato mixture onto plates, making sure each serving gets some feta, eggs, and sauce.
Finish with a drizzle of olive oil and an extra grind of black pepper if desired. Serve hot, enjoying the rich, bubbly eggs complemented by juicy roasted tomatoes and melted feta.