Preheat the oven to 425°F (220°C).
In a large casserole dish (approximately 9 in x 13 in / 23 cm x 33 cm), toss the sweet potatoes, onion, and red and yellow peppers with the marinara sauce, water, olive oil, garlic, smoked paprika, salt and pepper. Roast for 35 minutes, stirring about halfway through.
Remove the casserole dish from the oven. Stir the sausage into the mixture and sprinkle the cherry tomatoes on top. With the back of a serving spoon, make 6 evenly spaced indents in the vegetable mixture. They should be deep enough to hold the eggs. Crack an egg into each indent. Return the casserole dish to the oven and bake until the egg whites are set and the yolks are still soft, about 10 to 12 minutes.
Remove the egg bake from the oven and sprinkle with feta cheese, Aleppo pepper (if using) and chives. Serve hot with crusty bread or warm pita, if desired, to mop up the juices.