Preheat oven to 350 degrees.

Heat olive oil in a medium skillet over medium heat. Add onion and sauté until tender, about 5 minutes. Add garlic, thyme, paprika, and cayenne and stir until fragrant about 30 seconds. Add in canned tomatoes and sriracha sauce; bring to a boil. Reduce heat and simmer until sauce thickens, about 10 minutes. Adjust seasoning. Stir in beans and shrimp, then divide into 2 (2 cup capacity) baking dishes or 1 quart sized baking dish.

Make a slight well in the center of each dish and crack an egg into each. Bake until whites are set about 18 - 20 minutes. Sprinkle with feta cheese and parsley.