Preheat the oven to 375°F. Heat the oil in a large oven-proof skillet over medium-low heat. Add the onion and cook, stirring occasionally, until soft and translucent, about 8 minutes.
Add the garlic and cook until golden brown, 1 to 2 minutes. Stir in the cumin and paprika, and cook for 1 additional minute. Add the tomatoes and harissa, then season with salt and pepper.
Simmer until the tomatoes have thickened, about 15 minutes.
Grill the halloumi until grill marks appear, about 30 seconds on each side. Remove from the grill and break into 1” cubes. Scatter the halloumi over the top of the tomatoes.
Gently crack the eggs into the skillet over the tomatoes. Transfer the skillet to the oven, and bake until the eggs are just set, 8 to 10 minutes.
Top with cilantro and serve with challah bread on the side.