Cut the onions, pickles and red peppers finely.
Put the pan with the olive oil to heat up and add the onions, then after about 5 min. add the peppers and pickles, fry another 2-3 min.
Transfer the mixture into a tray and sprinkle with the feta cheese in 4 places, breaking an egg over each.
Put it in a preheated 392°F (200 °C) oven for 10 min. for the eggs to harden a bit, or for as long as you like, depending on how you like your eggs.