Dice all 4 peppers and combine in a mixing bowl. Add olive oil to a medium size skillet over medium-low heat. Add peppers to the pan and saute for 2-3 minutes. Note: If you prefer the peppers a little softer, cook an additional 2 minutes.
Move the peppers to the sides of the pan and create a circle in the center of the pan big enough for two eggs (see picture). Crack the eggs in the center of the skillet and cook to desired consistency. Recommended consistency is over-easy so the eggs should only need about 2 minutes before they're ready.
Once the eggs are cooked, remove skillet from heat and sprinkle feta cheese over everything. Serve immediately.
Notes
I made this dish for 1 but the instructions in the recipe is for 2 servings. This dish can easily be scaled up to serve however many people are at your table.