In a medium baking dish, spread the halved cherry tomatoes and sliced red onion evenly across the bottom.
Drizzle with 1 tablespoon of olive oil and sprinkle with salt, pepper, and dried oregano. Toss to coat.
Crumble the feta cheese over the vegetables, distributing it evenly.
Create four small wells in the feta and vegetable mixture with the back of a spoon. Carefully crack one egg into each well.
Drizzle the remaining tablespoon of olive oil over the eggs and season them lightly with salt and pepper.
Scatter the halved Kalamata olives on top of the dish.
Bake in the preheated oven for 20-25 minutes, or until the egg whites are set and the yolks are still slightly runny (adjust the baking time to your preference).
Remove from the oven and let cool slightly.
Garnish with freshly chopped parsley before serving.