Heat oven to 375°F. Heat the vegetable oil in an oven-safe skillet over medium-high heat. Add the sliced bell pepper, diced jalapeno, and a pinch of salt. Reduce heat to medium, and cook for 5-8 minutes until vegetables are soft. Stir in the cumin, coriander, turmeric, cayenne pepper, and ground ginger and cook for an additional 1 minute.
Stir in the chopped tomatoes, 1 tsp salt, ½ tsp black pepper, and the bay leaf. Cook over medium heat for 15 minutes, stirring often, until the mixture has thickened and the tomatoes have broken down. If the mixture starts to burn or get too thick, add 1 Tbsp water. Add the sugar, then stir in the spinach and allow it to wilt, 1-2 minutes.
While this is cooking, prepare the eggs, which will need to be added to the skillet in quick succession. I crack each egg into an individual cup or ramekin in case a yolk breaks prematurely or a bit of shell falls in, but you can prepare to crack them directly in to the pan if you prefer. With a spoon, make enough small wells for your number of eggs in your vegetable mixture and pour (or crack) each egg into its own well. Season each with a pinch of salt and pepper.
Transfer the skillet to the oven, and bake until just set, about 7-10 minutes. Keep an eye on the eggs, as they can overcook quickly if you aren’t careful (which is still delicious, but may deprive you of the beautiful runny yolk). Remove from oven.
Serve each egg warm, nestled in a vegetable sauce “nest” and garnished with fresh herbs and crumbles of soft cheese, as you prefer. Accompany with toast or hunks of hearty fresh bread for dipping.